206 citations · 808 across the 40 of their papers we have counts for
5 papers · 1 filter
Large-Scale Methods for Distributionally Robust Optimization
Daniel Levy, Yair Carmon, John C. Duchi +1
We propose and analyze algorithms for distributionally robust optimization of convex losses with conditional value at risk (CVaR) and divergence uncertainty sets. We prove th…
Coordinate Methods for Matrix Games
Yair Carmon, Yujia Jin, Aaron Sidford +1
We develop primal-dual coordinate methods for solving bilinear saddle-point problems of the form which contain linear p…
Second-Order Information in Non-Convex Stochastic Optimization: Power and Limitations
Yossi Arjevani, Yair Carmon, John C. Duchi +3
We design an algorithm which finds an -approximate stationary point (with ) using stochastic gradient and Hessian-vector products, matching gua…
Acceleration with a Ball Optimization Oracle
Yair Carmon, Arun Jambulapati, Qijia Jiang +4
Consider an oracle which takes a point and returns the minimizer of a convex function in an ball of radius around . It is straightforward to show that rough…
First-Order Methods for Nonconvex Quadratic Minimization
Yair Carmon, John C. Duchi
We consider minimization of indefinite quadratics with either trust-region (norm) constraints or cubic regularization. Despite the nonconvexity of these problems we prove that, und…