148 citations · 790 across the 56 of their papers we have counts for
4 papers · 1 filter
Disciplined Multi-Convex Programming
Xinyue Shen, Steven Diamond, Madeleine Udell +2
A multi-convex optimization problem is one in which the variables can be partitioned into sets over which the problem is convex when the other variables are fixed. Multi-convex pro…
Dynamic Assortment Personalization in High Dimensions
Nathan Kallus, Madeleine Udell
We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors fo…
Practical sketching algorithms for low-rank matrix approximation
Joel A. Tropp, Alp Yurtsever, Madeleine Udell +1
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can…
The Sound of APALM Clapping: Faster Nonsmooth Nonconvex Optimization with Stochastic Asynchronous PALM
Damek Davis, Brent Edmunds, Madeleine Udell
We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex,…