Fast Distributionally Robust Learning with Variance Reduced Min-Max
Optimization

Fast Distributionally Robust Learning with Variance Reduced Min-Max Optimization

27 April 2021

Eric Mazumdar

Michael I. Jordan

Papers citing "Fast Distributionally Robust Learning with Variance Reduced Min-Max Optimization"

6 / 6 papers shown

Title
An Inexact Halpern Iteration with Application to Distributionally Robust Optimization Ling Liang Kim-Chuan Toh Jia Jie Zhu 22 4 0 08 Feb 2024
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 25 13 0 27 Feb 2023
Sinkhorn Distributionally Robust Optimization Jie Wang Rui Gao Yao Xie 29 35 0 24 Sep 2021
Stochastic Variance Reduction for Variational Inequality Methods Ahmet Alacaoglu Yura Malitsky 54 68 0 16 Feb 2021
Fast Epigraphical Projection-based Incremental Algorithms for Wasserstein Distributionally Robust Support Vector Machine Jiajin Li Caihua Chen Anthony Man-Cho So OOD 38 22 0 24 Oct 2020
Linear Convergence of the Primal-Dual Gradient Method for Convex-Concave Saddle Point Problems without Strong Convexity S. Du Wei Hu 53 120 0 05 Feb 2018