937 citations · 4k across the 76 of their papers we have counts for
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Towards a Dimension-Free Understanding of Adaptive Linear Control
Juan C. Perdomo, Max Simchowitz, Alekh Agarwal +1
We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires…
Stochastic convex optimization with bandit feedback
Alekh Agarwal, Dean P. Foster, Daniel Hsu +2
This paper addresses the problem of minimizing a convex, Lipschitz function over a convex, compact set $\xset$ under a stochastic bandit feedback model. In this model, the algo…
Ergodic Mirror Descent
John C. Duchi, Alekh Agarwal, Mikael Johansson +1
We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive…
Distributed Delayed Stochastic Optimization
Alekh Agarwal, John C. Duchi
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to t…
Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling
John Duchi, Alekh Agarwal, Martin Wainwright
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation…