82 citations · 85 across the 14 of their papers we have counts for
3 papers · 1 filter
A Saddle Point Algorithm for Robust Data-Driven Factor Model Problems
Shabnam Khodakaramzadeh, Soroosh Shafiee, Gabriel de Albuquerque Gleizer +1
We study the factor model problem, which aims to uncover low-dimensional structures in high-dimensional datasets. Adopting a robust data-driven approach, we formulate the problem a…
Conditional Gradient Methods with Standard LMO for Stochastic Simple Bilevel Optimization
Khanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-Nguyen
We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective funct…
Scalable First-order Method for Certifying Optimal k-Sparse GLMs
Jiachang Liu, Soroosh Shafiee, Andrea Lodi
This paper investigates the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through an cardinality constraint. Whi…