4 citations · 8 across the 9 of their papers we have counts for
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stat.ML2017
Nonsmooth Frank-Wolfe using Uniform Affine Approximations
Edward Cheung, Yuying Li
Frank-Wolfe methods (FW) have gained significant interest in the machine learning community due to its ability to efficiently solve large problems that admit a sparse structure (e.…
q-fin.PM2017
Are target date funds dinosaurs? Failure to adapt can lead to extinction
Peter A. Forsyth, Yuying Li, Kenneth R. Vetzal
Investors in Target Date Funds are automatically switched from high risk to low risk assets as their retirements approach. Such funds have become very popular, but our analysis bri…
stat.ML2017★ 3 cited
Projection Free Rank-Drop Steps
Edward Cheung, Yuying Li
The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermed…