8 citations · 36 across the 17 of their papers we have counts for
4 papers · 1 filter
Multi-token Markov Game with Switching Costs
Jian Li, Daogao Liu
We study a general Markov game with metric switching costs: in each round, the player adaptively chooses one of several Markov chains to advance with the objective of minimizing th…
The Convergence Rate of SGD's Final Iterate: Analysis on Dimension Dependence
Daogao Liu, Zhou Lu
Stochastic Gradient Descent (SGD) is among the simplest and most popular methods in optimization. The convergence rate for SGD has been extensively studied and tight analyses have…
The Power of Sampling: Dimension-free Risk Bounds in Private ERM
Yin Tat Lee, Daogao Liu, Zhou Lu
Differentially private empirical risk minimization (DP-ERM) is a fundamental problem in private optimization. While the theory of DP-ERM is well-studied, as large-scale models beco…
Private Non-smooth Empirical Risk Minimization and Stochastic Convex Optimization in Subquadratic Steps
Janardhan Kulkarni, Yin Tat Lee, Daogao Liu
We study the differentially private Empirical Risk Minimization (ERM) and Stochastic Convex Optimization (SCO) problems for non-smooth convex functions. We get a (nearly) optimal b…