15 citations · 22 across the 12 of their papers we have counts for
4 papers · 1 filter
Spherical-Design Oracles for Zeroth-Order Optimisation: Deterministic, Variance-Free Gradient Estimation
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
In this work, we develop a zeroth-order (ZO) method that estimates the gradient with minimal bias and variance. Instead of the random directions often used in the ZO literature, we…
Online Sketched Newton-Raphson
Jean-Luc Lupien, Yuen-Man Pun, Youssef Diouane +2
In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only…
On the Stability Connection Between Discrete-Time Algorithms and Their Resolution ODEs: Applications to Min-Max Optimisation
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +1
This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(…
Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser.…