6 citations · 17 across the 12 of their papers we have counts for
12 papers
Entropy-Smooth Convex Optimization Cannot Be Accelerated
Jacob M. Aguirre, Dmitrii M. Ostrovskii
We prove an lower bound for the convergence rate of minimization in the class of functions that are convex and -smooth relative to negative entropy on the standard -…
Bandit PCA with Minimax Optimal Regret
Moïse Blanchard, Dmitrii Ostrovskii, Aadirupa Saha
We study the bandit-feedback version of online principal component analysis (Bandit PCA): in each round , the adversary selects a symmetric gain matrix…
Efficient and Near-Optimal Online Portfolio Selection
Rémi Jézéquel, Dmitrii M. Ostrovskii, Pierre Gaillard
In the problem of online portfolio selection as formulated by Cover (1991), the trader repeatedly distributes her capital over assets in each of rounds, with the go…
Nonconvex-Nonconcave Min-Max Optimization with a Small Maximization Domain
Dmitrii M. Ostrovskii, Babak Barazandeh, Meisam Razaviyayn
We study the problem of finding approximate first-order stationary points in optimization problems of the form , where the sets are conv…
Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties
Dmitrii M. Ostrovskii, Mohamed Ndaoud, Adel Javanmard +1
Let be the population risk minimizers associated to some loss and two distributions $\mathbb{P}_0,\mat…
Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems
Dmitrii M. Ostrovskii, Andrew Lowy, Meisam Razaviyayn
We propose an efficient algorithm for finding first-order Nash equilibria in min-max problems of the form , where the objective function is smoo…
Efficient Primal-Dual Algorithms for Large-Scale Multiclass Classification
Dmitry Babichev, Dmitrii Ostrovskii, Francis Bach
We develop efficient algorithms to train -regularized linear classifiers with large dimensionality of the feature space, number of classes , and sample size . Our…
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions
Dmitrii Ostrovskii, Alessandro Rudi
In this work we provide an estimator for the covariance matrix of a heavy-tailed multivariate distributionWe prove that the proposed estimator admits an \tex…
Beyond Least-Squares: Fast Rates for Regularized Empirical Risk Minimization through Self-Concordance
Ulysse Marteau-Ferey, Dmitrii Ostrovskii, Francis Bach +1
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictor…
Finite-sample analysis of M-estimators using self-concordance
Dmitrii Ostrovskii, Francis Bach
The classical asymptotic theory for parametric -estimators guarantees that, in the limit of infinite sample size, the excess risk has a chi-square type distribution, even in the…
Adaptive Denoising of Signals with Local Shift-Invariant Structure
Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski +1
We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that take…
Efficient First-Order Algorithms for Adaptive Signal Denoising
Dmitrii Ostrovskii, Zaid Harchaoui
We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-in…