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20202026
most citedOn Lower Bounds for Standard and Robust Gaussian Process Bandit Optimization

8 citations · 15 across the 12 of their papers we have counts for

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6 papers · 1 filter

math.OC2026

Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities

Yi Wei, Xufeng Cai, Jelena Diakonikolas

Cyclic block coordinate methods are a fundamental class of first-order algorithms, widely used in practice for their simplicity and strong empirical performance. Yet, their theoret…

math.OC2025

Near-Linear Runtime for a Classical Matrix Preconditioning Algorithm

Xufeng Cai, Jason M. Altschuler, Jelena Diakonikolas

In 1960, Osborne proposed a simple iterative algorithm for matrix balancing with outstanding numerical performance. Today, it is the default preconditioning procedure before eigenv…

math.OC2024

Last Iterate Convergence of Incremental Methods and Applications in Continual Learning

Xufeng Cai, Jelena Diakonikolas

Incremental gradient and incremental proximal methods are a fundamental class of optimization algorithms used for solving finite sum problems, broadly studied in the literature. Ye…

math.OC2023★ 1 cited

Empirical Risk Minimization with Shuffled SGD: A Primal-Dual Perspective and Improved Bounds

Xufeng Cai, Cheuk Yin Lin, Jelena Diakonikolas

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets wit…

math.OC2023★ 1 cited

Cyclic Block Coordinate Descent With Variance Reduction for Composite Nonconvex Optimization

Xufeng Cai, Chaobing Song, Stephen J. Wright +1

Nonconvex optimization is central in solving many machine learning problems, in which block-wise structure is commonly encountered. In this work, we propose cyclic block coordinate…

math.OC2022

Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusions

Xufeng Cai, Chaobing Song, Cristóbal Guzmán +1

We study stochastic monotone inclusion problems, which widely appear in machine learning applications, including robust regression and adversarial learning. We propose novel varian…