5 papers
On the Peril of (Even a Little) Nonstationarity in Satisficing Regret Minimization
Yixuan Zhang, Ruihao Zhu, Qiaomin Xie
Motivated by the principle of satisficing in decision-making, we study satisficing regret guarantees for nonstationary -armed bandits. We show that in the general realizable, pi…
Wasserstein-p Central Limit Theorem Rates: From Local Dependence to Markov Chains
Yixuan Zhang, Qiaomin Xie
Non-asymptotic central limit theorem (CLT) rates play a central role in modern machine learning and operations research. In this paper, we study CLT rates for multivariate dependen…
Optimization with Parametric Variational Inequality Constraints on a Moving Set
Xiaojun Chen, Jin Zhang, Yixuan Zhang
This paper focuses on optimization problems constrained by Parametric Variational Inequalities (PVI) defined on a moving set. Unlike most existing works on mathematical programs wi…
Contextual Online Pricing with (Biased) Offline Data
Yixuan Zhang, Ruihao Zhu, Qiaomin Xie
We study contextual online pricing with biased offline data. For the scalar price elasticity case, we identify the instance-dependent quantity that measures how far the offl…
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by robust and quantile regression problems, we investigate the stochastic gradient descent (SGD) algorithm for minimizing an objective function that is locally strong…