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stat.ML2025
Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
Yihang Gao, Michael K. Ng, Michael W. Mahoney +1
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and…
stat.ML2020★ 32 cited
Multiplicative noise and heavy tails in stochastic optimization
Liam Hodgkinson, Michael W. Mahoney
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, sti…