7 citations · 30 across the 14 of their papers we have counts for
5 papers · 1 filter
Stochastic Compositional Optimization with Compositional Constraints
Shuoguang Yang, Wei You, Zhe Zhang +1
Stochastic compositional optimization (SCO) has attracted considerable attention because of its broad applicability to important real-world problems. However, existing works on SCO…
Decentralized Gossip-Based Stochastic Bilevel Optimization over Communication Networks
Shuoguang Yang, Xuezhou Zhang, Mengdi Wang
Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. T…
Information-Directed Selection for Top-Two Algorithms
Wei You, Chao Qin, Zihao Wang +1
We consider the best-k-arm identification problem for multi-armed bandits, where the objective is to select the exact set of k arms with the highest mean rewards by sequentially al…
Data-Driven Minimax Optimization with Expectation Constraints
Shuoguang Yang, Xudong Li, Guanghui Lan
Attention to data-driven optimization approaches, including the well-known stochastic gradient descent method, has grown significantly over recent decades, but data-driven constrai…
Bridging Adversarial and Nonstationary Multi-armed Bandit
Ningyuan Chen, Shuoguang Yang, Hailun Zhang
In the multi-armed bandit framework, there are two formulations that are commonly employed to handle time-varying reward distributions: adversarial bandit and nonstationary bandit.…