activity
20182024
most citedAdaptivity and Non-stationarity: Problem-dependent Dynamic Regret for Online Convex Optimization

12 citations · 37 across the 13 of their papers we have counts for

collaborators

13 papers

cs.LG2024★ 1 cited

To Cool or not to Cool? Temperature Network Meets Large Foundation Models via DRO

Zi-Hao Qiu, Siqi Guo, Mao Xu +3

The temperature parameter plays a profound role during training and/or inference with large foundation models (LFMs) such as large language models (LLMs) and CLIP models. Particula…

cs.LG2023★ 3 cited

Efficient Methods for Non-stationary Online Learning

Peng Zhao, Yan-Feng Xie, Lijun Zhang +1

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for o…

cs.LG2023

Learning Unnormalized Statistical Models via Compositional Optimization

Wei Jiang, Jiayu Qin, Lingyu Wu +3

Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complex…

math.OC2023

Blockwise Stochastic Variance-Reduced Methods with Parallel Speedup for Multi-Block Bilevel Optimization

Quanqi Hu, Zi-Hao Qiu, Zhishuai Guo +2

In this paper, we consider non-convex multi-block bilevel optimization (MBBO) problems, which involve lower level problems and have important applications in machine learn…

cs.LG2023★ 4 cited

Not All Semantics are Created Equal: Contrastive Self-supervised Learning with Automatic Temperature Individualization

Zi-Hao Qiu, Quanqi Hu, Zhuoning Yuan +3

In this paper, we aim to optimize a contrastive loss with individualized temperatures in a principled and systematic manner for self-supervised learning. The common practice of usi…

cs.LG2023

Stochastic Approximation Approaches to Group Distributionally Robust Optimization and Beyond

Lijun Zhang, Haomin Bai, Peng Zhao +2

This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over different distributions. First, we formulate…

cs.LG2022★ 4 cited

Multi-block-Single-probe Variance Reduced Estimator for Coupled Compositional Optimization

Wei Jiang, Gang Li, Yibo Wang +2

Variance reduction techniques such as SPIDER/SARAH/STORM have been extensively studied to improve the convergence rates of stochastic non-convex optimization, which usually maintai…

cs.LG2022★ 3 cited

Smoothed Online Convex Optimization Based on Discounted-Normal-Predictor

Lijun Zhang, Wei Jiang, Jinfeng Yi +1

In this paper, we investigate an online prediction strategy named as Discounted-Normal-Predictor (Kapralov and Panigrahy, 2010) for smoothed online convex optimization (SOCO), in w…

cs.LG2022★ 1 cited

Provable Stochastic Optimization for Global Contrastive Learning: Small Batch Does Not Harm Performance

Zhuoning Yuan, Yuexin Wu, Zi-Hao Qiu +4

In this paper, we study contrastive learning from an optimization perspective, aiming to analyze and address a fundamental issue of existing contrastive learning methods that eithe…

cs.LG2022★ 4 cited

Large-scale Stochastic Optimization of NDCG Surrogates for Deep Learning with Provable Convergence

Zi-Hao Qiu, Quanqi Hu, Yongjian Zhong +2

NDCG, namely Normalized Discounted Cumulative Gain, is a widely used ranking metric in information retrieval and machine learning. However, efficient and provable stochastic method…

cs.LG2022

Optimal Algorithms for Stochastic Multi-Level Compositional Optimization

Wei Jiang, Bokun Wang, Yibo Wang +2

In this paper, we investigate the problem of stochastic multi-level compositional optimization, where the objective function is a composition of multiple smooth but possibly non-co…

cs.LG2021★ 12 cited

Adaptivity and Non-stationarity: Problem-dependent Dynamic Regret for Online Convex Optimization

Peng Zhao, Yu-Jie Zhang, Lijun Zhang +1

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss inc…

stat.ML2018★ 5 cited

Fast Rates of ERM and Stochastic Approximation: Adaptive to Error Bound Conditions

Mingrui Liu, Xiaoxuan Zhang, Lijun Zhang +2

Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received incre…