77 citations · 318 across the 57 of their papers we have counts for
4 papers · 1 filter
Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality
Joshua Cutler, Mateo Díaz, Dmitriy Drusvyatskiy
We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary…
Decision-Dependent Risk Minimization in Geometrically Decaying Dynamic Environments
Mitas Ray, Dmitriy Drusvyatskiy, Maryam Fazel +1
This paper studies the problem of expected loss minimization given a data distribution that is dependent on the decision-maker's action and evolves dynamically in time according to…
Flat minima generalize for low-rank matrix recovery
Lijun Ding, Dmitriy Drusvyatskiy, Maryam Fazel +1
Empirical evidence suggests that for a variety of overparameterized nonlinear models, most notably in neural network training, the growth of the loss around a minimizer strongly im…
Multiplayer Performative Prediction: Learning in Decision-Dependent Games
Adhyyan Narang, Evan Faulkner, Dmitriy Drusvyatskiy +2
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theo…