Stochastic Optimization under Distributional Drift

v1v2v3v4 (latest)

Stochastic Optimization under Distributional Drift

16 August 2021

Dmitriy Drusvyatskiy

Zaïd Harchaoui

ArXiv (abs)PDF HTML

Papers citing "Stochastic Optimization under Distributional Drift"

10 / 10 papers shown

Title
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics Zhiyu He S. Bolognani Florian Dorfler Michael Muehlebach 105 0 0 10 Mar 2025
On the Convergence of Adam-Type Algorithm for Bilevel Optimization under Unbounded Smoothness Xiaochuan Gong Jie Hao Mingrui Liu 133 0 0 05 Mar 2025
Online Covariance Estimation in Nonsmooth Stochastic Approximation L. Jiang Abhishek Roy Krishna Balasubramanian Damek Davis Dmitriy Drusvyatskiy Sen Na 119 1 0 07 Feb 2025
A Nearly Optimal Single Loop Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness Xiaochuan Gong Jie Hao Mingrui Liu 139 5 0 31 Dec 2024
An Accelerated Algorithm for Stochastic Bilevel Optimization under Unbounded Smoothness Xiaochuan Gong Jie Hao Mingrui Liu 167 3 0 28 Sep 2024
A Stability Principle for Learning under Non-Stationarity Chengpiao Huang Kaizheng Wang 99 3 0 27 Oct 2023
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning Yuen-Man Pun Farhad Farokhi Iman Shames 25 2 0 18 Sep 2023
Performative Prediction with Bandit Feedback: Learning through Reparameterization Yatong Chen Wei Tang Chien-Ju Ho Yang Liu 91 6 0 01 May 2023
Making Decisions under Outcome Performativity Michael P. Kim Juan C. Perdomo 89 21 0 04 Oct 2022
Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality Joshua Cutler Mateo Díaz Dmitriy Drusvyatskiy 96 7 0 09 Jul 2022