no code implementations • 29 Mar 2022 • Annie Marsden, Vatsal Sharan, Aaron Sidford, Gregory Valiant
We show that any memory-constrained, first-order algorithm which minimizes $d$-dimensional, $1$-Lipschitz convex functions over the unit ball to $1/\mathrm{poly}(d)$ accuracy using at most $d^{1. 25 - \delta}$ bits of memory must make at least $\tilde{\Omega}(d^{1 + (4/3)\delta})$ first-order queries (for any constant $\delta \in [0, 1/4]$).
no code implementations • 4 Nov 2021 • Jonathan Kelner, Annie Marsden, Vatsal Sharan, Aaron Sidford, Gregory Valiant, Honglin Yuan
We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly decomposable as the sum of $m$ unknown non-interacting smooth, strongly convex functions and provide a method which solves this problem with a number of gradient evaluations that scales (up to logarithmic factors) as the product of the square-root of the condition numbers of the components.
no code implementations • 13 Jan 2021 • Annie Marsden, John Duchi, Gregory Valiant
We study probabilistic prediction games when the underlying model is misspecified, investigating the consequences of predicting using an incorrect parametric model.
no code implementations • 23 Oct 2017 • Annie Marsden, Sergio Bacallado
We propose a novel algorithm for sequential matrix completion in a recommender system setting, where the $(i, j)$th entry of the matrix corresponds to a user $i$'s rating of product $j$.