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stat.ML2025
Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
Yihang Gao, Michael K. Ng, Michael W. Mahoney +1
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and…
math.NA2025
NLAFormer: Transformers Learn Numerical Linear Algebra Operations
Zhantao Ma, Yihang Gao, Michael K. Ng
Transformers are effective and efficient at modeling complex relationships and learning patterns from structured data in many applications. The main aim of this paper is to propose…