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20122022
most citedSketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage

62 citations · 345 across the 46 of their papers we have counts for

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8 papers · 1 filter

stat.ML20204 cited

Convergence of adaptive algorithms for weakly convex constrained optimization

Ahmet Alacaoglu, Yura Malitsky, Volkan Cevher

We analyze the adaptive first order algorithm AMSGrad, for solving a constrained stochastic optimization problem with a weakly convex objective. We prove the $\mathcal{\tilde O}(t^…

stat.ML2020

A new regret analysis for Adam-type algorithms

Ahmet Alacaoglu, Yura Malitsky, Panayotis Mertikopoulos +1

In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parame…

stat.ML2018

Adversarially Robust Optimization with Gaussian Processes

Ilija Bogunovic, Jonathan Scarlett, Stefanie Jegelka +1

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we requi…

stat.ML2018

Optimal Rates of Sketched-regularized Algorithms for Least-Squares Regression over Hilbert Spaces

Junhong Lin, Volkan Cevher

We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kern…

stat.ML2018

Robust Maximization of Non-Submodular Objectives

Ilija Bogunovic, Junyao Zhao, Volkan Cevher

We study the problem of maximizing a monotone set function subject to a cardinality constraint in the setting where some number of elements is deleted from the returned set…

stat.ML20174 cited

Phase Transitions in the Pooled Data Problem

Jonathan Scarlett, Volkan Cevher

In this paper, we study the pooled data problem of identifying the labels associated with a large collection of items, based on a sequence of pooled tests revealing the counts of e…