Search Results for author: Annie Marsden

Found 4 papers, 0 papers with code

Efficient Convex Optimization Requires Superlinear Memory

no code implementations29 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 $\delta \in [0, 1/4]$).

Big-Step-Little-Step: Efficient Gradient Methods for Objectives with Multiple Scales

no code implementations4 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.

On Misspecification in Prediction Problems and Robustness via Improper Learning

no code implementations13 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.

Sequential Matrix Completion

no code implementations23 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 $j$.

Collaborative Filtering Matrix Completion +2

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