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20112021
most citedTrading Regret for Efficiency: Online Convex Optimization with Long Term Constraints

163 citations · 1.6k across the 92 of their papers we have counts for

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8 papers · 1 filter

math.OC2019★ 31 cited

On the Computation and Communication Complexity of Parallel SGD with Dynamic Batch Sizes for Stochastic Non-Convex Optimization

Hao Yu, Rong Jin

For SGD based distributed stochastic optimization, computation complexity, measured by the convergence rate in terms of the number of stochastic gradient calls, and communication c…

math.OC2019★ 146 cited

On the Linear Speedup Analysis of Communication Efficient Momentum SGD for Distributed Non-Convex Optimization

Hao Yu, Rong Jin, Sen Yang

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimizatio…

math.OC2019★ 1 cited

Shrinking the Upper Confidence Bound: A Dynamic Product Selection Problem for Urban Warehouses

Rong Jin, David Simchi-Levi, Li Wang +2

The recent rising popularity of ultra-fast delivery services on retail platforms fuels the increasing use of urban warehouses, whose proximity to customers makes fast deliveries vi…

math.OC2019★ 2 cited

On the Convergence of (Stochastic) Gradient Descent with Extrapolation for Non-Convex Optimization

Yi Xu, Zhuoning Yuan, Sen Yang +2

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recen…

math.OC2019★ 7 cited

Non-asymptotic Analysis of Stochastic Methods for Non-Smooth Non-Convex Regularized Problems

Yi Xu, Rong Jin, Tianbao Yang

Stochastic Proximal Gradient (SPG) methods have been widely used for solving optimization problems with a simple (possibly non-smooth) regularizer in machine learning and statistic…

math.OC2018★ 1 cited

Stochastic Optimization for DC Functions and Non-smooth Non-convex Regularizers with Non-asymptotic Convergence

Yi Xu, Qi Qi, Qihang Lin +2

Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and…