610 citations · 2k across the 74 of their papers we have counts for
24 papers · 1 filter
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…
The Curve: The Shape of Generalization through the Lens of Norm-based Capacity Control
Yichen Wang, Yudong Chen, Lorenzo Rosasco +1
Understanding how the test risk scales with model complexity is a central question in machine learning. Classical theory is challenged by the learning curves observed for large ove…
Entry-Specific Matrix Estimation under Arbitrary Sampling Patterns through the Lens of Network Flows
Yudong Chen, Xumei Xi, Christina Lee Yu
Matrix completion tackles the task of predicting missing values in a low-rank matrix based on a sparse set of observed entries. It is often assumed that the observation pattern is…
The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize
Dongyan Huo, Yixuan Zhang, Yudong Chen +1
In this work, we investigate stochastic approximation (SA) with Markovian data and nonlinear updates under constant stepsize . Existing work has primarily focused on either i.…
Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by Q-learning, we study nonsmooth contractive stochastic approximation (SA) with constant stepsize. We focus on two important classes of dynamics: 1) nonsmooth contractiv…
Entry-Specific Bounds for Low-Rank Matrix Completion under Highly Non-Uniform Sampling
Xumei Xi, Christina Lee Yu, Yudong Chen
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the o…