4 papers
MGDA Converges under Generalized Smoothness, Provably
Qi Zhang, Peiyao Xiao, Shaofeng Zou +1
Multi-objective optimization (MOO) is receiving more attention in various fields such as multi-task learning. Recent works provide some effective algorithms with theoretical analys…
Convergence Guarantees for RMSProp and Adam in Generalized-smooth Non-convex Optimization with Affine Noise Variance
Qi Zhang, Yi Zhou, Shaofeng Zou
This paper provides the first tight convergence analyses for RMSProp and Adam in non-convex optimization under the most relaxed assumptions of coordinate-wise generalized smoothnes…
Large-Scale Non-convex Stochastic Constrained Distributionally Robust Optimization
Qi Zhang, Yi Zhou, Ashley Prater-Bennette +2
Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an…
Data-Driven Quickest Change Detection in (Hidden) Markov Models
Qi Zhang, Zhongchang Sun, Luis C. Herrera +1
The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. A…