activity
20152020
most citedLast-iterate convergence rates for min-max optimization

34 citations · 68 across the 7 of their papers we have counts for

collaborators

9 papers

math.OC2020★ 1 cited

Higher-order methods for convex-concave min-max optimization and monotone variational inequalities

Brian Bullins, Kevin A. Lai

We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where…

cs.GT2019

Fast Convergence of Fictitious Play for Diagonal Payoff Matrices

Jacob Abernethy, Kevin A. Lai, Andre Wibisono

Fictitious Play (FP) is a simple and natural dynamic for repeated play in zero-sum games. Proposed by Brown in 1949, FP was shown to converge to a Nash Equilibrium by Robinson in 1…

math.OC2019★ 34 cited

Last-iterate convergence rates for min-max optimization

Jacob Abernethy, Kevin A. Lai, Andre Wibisono

While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversa…

cs.LG2018★ 22 cited

Faster Rates for Convex-Concave Games

Jacob Abernethy, Kevin A. Lai, Kfir Y. Levy +1

We consider the use of no-regret algorithms to compute equilibria for particular classes of convex-concave games. While standard regret bounds would lead to convergence rates on th…

cs.DS2018★ 5 cited

Differential Privacy for Growing Databases

Rachel Cummings, Sara Krehbiel, Kevin A. Lai +1

We study the design of differentially private algorithms for adaptive analysis of dynamically growing databases, where a database accumulates new data entries while the analysis is…

cs.DS2017

Regression using Lewis Weights Preconditioning and Stochastic Gradient Descent

David Durfee, Kevin A. Lai, Saurabh Sawlani

We present preconditioned stochastic gradient descent (SGD) algorithms for the minimization problem in the overdetermined case, where there are far…

cs.DS2016

Agnostic Estimation of Mean and Covariance

Kevin A. Lai, Anup B. Rao, Santosh Vempala

We consider the problem of estimating the mean and covariance of a distribution from iid samples in , in the presence of an fraction of malicious noise; this is i…

cs.DS2015

Amortized Rotation Cost in AVL Trees

Mahdi Amani, Kevin A. Lai, Robert E. Tarjan

An AVL tree is the original type of balanced binary search tree. An insertion in an -node AVL tree takes at most two rotations, but a deletion in an -node AVL tree can take $…

cs.LG2015★ 6 cited

Label optimal regret bounds for online local learning

Pranjal Awasthi, Moses Charikar, Kevin A. Lai +1

We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label s…