activity
20152021
most citedIteration Complexity Analysis of Multi-Block ADMM for a Family of Convex Minimization without Strong Convexity

11 citations · 19 across the 2 of their papers we have counts for

collaborators

8 papers

cs.LG2021

A Variational Inequality Approach to Bayesian Regression Games

Wenshuo Guo, Michael I. Jordan, Tianyi Lin

Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian…

cs.LG2018

Sparsemax and Relaxed Wasserstein for Topic Sparsity

Tianyi Lin, Zhiyue Hu, Xin Guo

Topic sparsity refers to the observation that individual documents usually focus on several salient topics instead of covering a wide variety of topics, and a real topic adopts a n…

math.OC2018

A Unified Adaptive Tensor Approximation Scheme to Accelerate Composite Convex Optimization

Bo Jiang, Tianyi Lin, Shuzhong Zhang

In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization mo…

math.OC2018

Improved Sample Complexity for Stochastic Compositional Variance Reduced Gradient

Tianyi Lin, Chenyou Fan, Mengdi Wang +1

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stocha…

math.OC2018

An ADMM-Based Interior-Point Method for Large-Scale Linear Programming

Tianyi Lin, Shiqian Ma, Yinyu Ye +1

We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve…

math.OC2018

Improved Oracle Complexity of Variance Reduced Methods for Nonsmooth Convex Stochastic Composition Optimization

Tianyi Lin, Chenyou Fan, Mengdi Wang

We consider the nonsmooth convex composition optimization problem where the objective is a composition of two finite-sum functions and analyze stochastic compositional variance red…