41 citations · 153 across the 31 of their papers we have counts for
5 papers · 1 filter
UniXGrad: A Universal, Adaptive Algorithm with Optimal Guarantees for Constrained Optimization
Ali Kavis, Kfir Y. Levy, Francis Bach +1
We propose a novel adaptive, accelerated algorithm for the stochastic constrained convex optimization setting. Our method, which is inspired by the Mirror-Prox method, \emph{simult…
Adaptive Sampling for Stochastic Risk-Averse Learning
Sebastian Curi, Kfir. Y. Levy, Stefanie Jegelka +1
In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the pr…
Online Variance Reduction with Mixtures
Zalán Borsos, Sebastian Curi, Kfir Y. Levy +1
Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framewo…
Multi-Player Bandits: The Adversarial Case
Pragnya Alatur, Kfir Y. Levy, Andreas Krause
We consider a setting where multiple players sequentially choose among a common set of actions (arms). Motivated by a cognitive radio networks application, we assume that players i…
A Universal Algorithm for Variational Inequalities Adaptive to Smoothness and Noise
Francis Bach, Kfir Y. Levy
We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to po…