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math.OC2020★ 2 cited
Stochastic optimization with decision-dependent distributions
Dmitriy Drusvyatskiy, Lin Xiao
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population res…
math.OC2020★ 16 cited
Statistically Preconditioned Accelerated Gradient Method for Distributed Optimization
Hadrien Hendrikx, Lin Xiao, Sebastien Bubeck +2
We consider the setting of distributed empirical risk minimization where multiple machines compute the gradients in parallel and a centralized server updates the model parameters.…