no code implementations • 9 Jul 2020 • Brian Bullins, Kevin A. Lai
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness.
no code implementations • ICLR 2020 • Jacob Abernethy, Kevin A. Lai, Andre Wibisono
While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversarial Networks has led to renewed interest in last-iterate convergence guarantees.
no code implementations • 17 May 2018 • Jacob Abernethy, Kevin A. Lai, Kfir. Y. Levy, Jun-Kun Wang
We consider the use of no-regret algorithms to compute equilibria for particular classes of convex-concave games.
2 code implementations • 24 Apr 2016 • Kevin A. Lai, Anup B. Rao, Santosh Vempala
We consider the problem of estimating the mean and covariance of a distribution from iid samples in $\mathbb{R}^n$, in the presence of an $\eta$ fraction of malicious noise; this is in contrast to much recent work where the noise itself is assumed to be from a distribution of known type.
no code implementations • 7 Mar 2015 • Pranjal Awasthi, Moses Charikar, Kevin A. Lai, Andrej Risteski
We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label set.