activity
20152022
most citedUn-regularizing: approximate proximal point and faster stochastic algorithms for empirical risk minimization

67 citations · 94 across the 5 of their papers we have counts for

collaborators

6 papers

cs.RO20223 cited

Learning Model Predictive Controllers with Real-Time Attention for Real-World Navigation

Xuesu Xiao, Tingnan Zhang, Krzysztof Choromanski +14

Despite decades of research, existing navigation systems still face real-world challenges when deployed in the wild, e.g., in cluttered home environments or in human-occupied publi…

cs.PL20213 cited

Decomposing reverse-mode automatic differentiation

Roy Frostig, Matthew J. Johnson, Dougal Maclaurin +2

We decompose reverse-mode automatic differentiation into (forward-mode) linearization followed by transposition. Doing so isolates the essential difference between forward- and rev…

cs.LG201914 cited

The advantages of multiple classes for reducing overfitting from test set reuse

Vitaly Feldman, Roy Frostig, Moritz Hardt

Excessive reuse of holdout data can lead to overfitting. However, there is little concrete evidence of significant overfitting due to holdout reuse in popular multiclass benchmarks…

cs.LG2018

Measuring the Effects of Data Parallelism on Neural Network Training

Christopher J. Shallue, Jaehoon Lee, Joseph Antognini +3

Recent hardware developments have dramatically increased the scale of data parallelism available for neural network training. Among the simplest ways to harness next-generation har…

cs.LG20177 cited

Random Features for Compositional Kernels

Amit Daniely, Roy Frostig, Vineet Gupta +1

We describe and analyze a simple random feature scheme (RFS) from prescribed compositional kernels. The compositional kernels we use are inspired by the structure of convolutional…

stat.ML201567 cited

Un-regularizing: approximate proximal point and faster stochastic algorithms for empirical risk minimization

Roy Frostig, Rong Ge, Sham M. Kakade +1

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimizatio…