no code implementations • ICLR 2022 • Prashant Khanduri, Haibo Yang, Mingyi Hong, Jia Liu, Hoi To Wai, Sijia Liu
We analyze the optimization and the generalization performance of the proposed framework for the $\ell_2$ loss.
no code implementations • 1 Jan 2021 • Belhal Karimi, Hoi To Wai, Eric Moulines, Ping Li
Many constrained, nonconvex and nonsmooth optimization problems can be tackled using the majorization-minimization (MM) method which alternates between constructing a surrogate function which upper bounds the objective function, and then minimizing this surrogate.