3 papers
stat.ML2026
Finding a stationary point of a stochastic convex problem
Felipe Areces, John Duchi, Malo Sommers
We consider the problem of finding stationary points for stochastic convex optimization problems. Rather than surrogates to stationarity, such as a proximity-to-stationarity guaran…
math.OC2025
Geometry, Computation, and Optimality in Stochastic Optimization
Chen Cheng, Daniel Levy, John C. Duchi
We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize…
stat.ML2024
Predictive Inference in Multi-environment Scenarios
John C. Duchi, Suyash Gupta, Kuanhao Jiang +1
We address the challenge of constructing valid confidence intervals and sets in problems of prediction across multiple environments. We investigate two types of coverage suitable f…