Showing 1–20 of 56 results
/ Date/ Name
Feb 1, 2013Sparse Multiple Kernel Learning with Geometric Convergence RateNov 25, 2011Trading Regret for Efficiency: Online Convex Optimization with Long Term ConstraintsJan 18, 2014Excess Risk Bounds for Exponentially Concave LossesFeb 8, 2013Passive Learning with Target RiskNov 9, 2011Improved Bound for the Nystrom's Method and its Application to Kernel ClassificationNov 26, 2012Online Stochastic Optimization with Multiple ObjectivesAug 30, 2012An Improved Bound for the Nystrom Method for Large EigengapMay 8, 2012Efficient Constrained Regret MinimizationJul 19, 2014Exploiting Smoothness in Statistical Learning, Sequential Prediction, and Stochastic OptimizationFeb 7, 2014Binary Excess Risk for Smooth Convex SurrogatesJul 26, 2013MixedGrad: An O(1/T) Convergence Rate Algorithm for Stochastic Smooth OptimizationAug 2, 2014Matrix Factorization with Explicit Trust and Distrust RelationshipsSep 19, 2023Mixture Weight Estimation and Model Prediction in Multi-source Multi-target Domain AdaptationOct 26, 2023Distributed Personalized Empirical Risk MinimizationNov 13, 2012Recovering the Optimal Solution by Dual Random ProjectionMar 30, 2020Adaptive Personalized Federated LearningJul 22, 2021Local SGD Optimizes Overparameterized Neural Networks in Polynomial TimeApr 4, 2021Pareto Efficient Fairness in Supervised Learning: From Extraction to TracingFeb 25, 2021Distributionally Robust Federated AveragingSep 14, 2025Harnessing Optimization Dynamics for Curvature-Informed Model Merging