activity
20122025
most citedFinite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise

26 citations · 104 across the 21 of their papers we have counts for

collaborators

32 papers

eess.SP2022

Product Graph Learning from Multi-attribute Graph Signals with Inter-layer Coupling

Chenyue Zhang, Yiran He, Hoi-To Wai

This paper considers learning a product graph from multi-attribute graph signals. Our work is motivated by the widespread presence of multilayer networks that feature interactions…

math.OC20221 cited

Multi-agent Performative Prediction with Greedy Deployment and Consensus Seeking Agents

Qiang Li, Chung-Yiu Yau, Hoi-To Wai

We consider a scenario where multiple agents are learning a common decision vector from data which can be influenced by the agents' decisions. This leads to the problem of multi-ag…

eess.SP2021

On the Stability of Low Pass Graph Filter With a Large Number of Edge Rewires

Hoang-Son Nguyen, Yiran He, Hoi-To Wai

Recently, the stability of graph filters has been studied as one of the key theoretical properties driving the highly successful graph convolutional neural networks (GCNs). The sta…

math.OC2021

An Empirical Study on Compressed Decentralized Stochastic Gradient Algorithms with Overparameterized Models

Arjun Ashok Rao, Hoi-To Wai

This paper considers decentralized optimization with application to machine learning on graphs. The growing size of neural network (NN) models has motivated prior works on decentra…

math.OC20211 cited

State Dependent Performative Prediction with Stochastic Approximation

Qiang Li, Hoi-To Wai

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a settin…

stat.ML20218 cited

Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize

Alain Durmus, Eric Moulines, Alexey Naumov +3

This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks…