241 citations · 815 across the 44 of their papers we have counts for
5 papers · 1 filter
RSG: Beating Subgradient Method without Smoothness and Strong Convexity
Tianbao Yang, Qihang Lin
In this paper, we study the efficiency of a {\bf R}estarted {\bf S}ub{\bf G}radient (RSG) method that periodically restarts the standard subgradient method (SG). We show that, when…
On Degrees of Freedom of Projection Estimators with Applications to Multivariate Nonparametric Regression
Xi Chen, Qihang Lin, Bodhisattva Sen
In this paper, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators…
Doubly Stochastic Primal-Dual Coordinate Method for Bilinear Saddle-Point Problem
Adams Wei Yu, Qihang Lin, Tianbao Yang
We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each it…
Fast Sparse Least-Squares Regression with Non-Asymptotic Guarantees
Tianbao Yang, Lijun Zhang, Qihang Lin +1
In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) tran…
Distributed Stochastic Variance Reduced Gradient Methods and A Lower Bound for Communication Complexity
Jason D. Lee, Qihang Lin, Tengyu Ma +1
We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine le…