2 citations · 3 across the 5 of their papers we have counts for
5 papers
Solving Decision-Dependent Games by Learning from Feedback
Killian Wood, Ahmed Zamzam, Emiliano Dall'Anese
This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the…
Online Saddle Point Tracking with Decision-Dependent Data
Killian Wood, Emiliano Dall'Anese
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variable…
Scalable Gaussian Process Hyperparameter Optimization via Coverage Regularization
Killian Wood, Alec M. Dunton, Amanda Muyskens +1
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperpa…
Stochastic Saddle Point Problems with Decision-Dependent Distributions
Killian Wood, Emiliano Dall'Anese
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff functi…
Online Projected Gradient Descent for Stochastic Optimization with Decision-Dependent Distributions
Killian Wood, Gianluca Bianchin, Emiliano Dall'Anese
This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distri…