Xin Chen

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math.OC2024

Efficient Algorithms for A Class of Stochastic Hidden Convex Optimization and Its Applications in Network Revenue Management

Xin Chen, Niao He, Yifan Hu +1

We study a class of stochastic nonconvex optimization in the form of $min_{x \in X} F (x) := E_{I^} ¾ [f (I ¨ (x, I^¾))]$ , i.e., $F$ is a composition of a convex function $f$ …

math.OC2024

Biased Stochastic First-Order Methods for Conditional Stochastic Optimization and Applications in Meta Learning

Yifan Hu, Siqi Zhang, Xin Chen +1

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient…