124 citations · 1.6k across the 112 of their papers we have counts for
5 papers · 1 filter
Learning Linear Dynamical Systems via Spectral Filtering
Elad Hazan, Karan Singh, Cyril Zhang
We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex…
Lower Bounds for Higher-Order Convex Optimization
Naman Agarwal, Elad Hazan
State-of-the-art methods in convex and non-convex optimization employ higher-order derivative information, either implicitly or explicitly. We explore the limitations of higher-ord…
Linear Convergence of a Frank-Wolfe Type Algorithm over Trace-Norm Balls
Zeyuan Allen-Zhu, Elad Hazan, Wei Hu +1
We propose a rank- variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation…
Efficient Regret Minimization in Non-Convex Games
Elad Hazan, Karan Singh, Cyril Zhang
We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural…
Hyperparameter Optimization: A Spectral Approach
Elad Hazan, Adam Klivans, Yang Yuan
We give a simple, fast algorithm for hyperparameter optimization inspired by techniques from the analysis of Boolean functions. We focus on the high-dimensional regime where the ca…