18 citations · 42 across the 16 of their papers we have counts for
5 papers · 1 filter
Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusions
Xufeng Cai, Chaobing Song, Cristóbal Guzmán +1
We study stochastic monotone inclusion problems, which widely appear in machine learning applications, including robust regression and adversarial learning. We propose novel varian…
Optimal Algorithms for Differentially Private Stochastic Monotone Variational Inequalities and Saddle-Point Problems
Digvijay Boob, Cristóbal Guzmán
In this work, we conduct the first systematic study of stochastic variational inequality (SVI) and stochastic saddle point (SSP) problems under the constraint of differential priva…
The Complexity of Nonconvex-Strongly-Concave Minimax Optimization
Siqi Zhang, Junchi Yang, Cristóbal Guzmán +2
This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finit…
Complementary Composite Minimization, Small Gradients in General Norms, and Applications
Jelena Diakonikolas, Cristóbal Guzmán
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties a…
An Optimal Affine Invariant Smooth Minimization Algorithm
Alexandre d'Aspremont, Cristóbal Guzmán, Martin Jaggi
We formulate an affine invariant implementation of the accelerated first-order algorithm in Nesterov (1983). Its complexity bound is proportional to an affine invariant regularity…