For a class of Hölder-smooth problems arising from regularized regression with , we develop a smoothing-based first-order method with an matrix–vector complexity and prove a matching lower bound for deterministic algorithms.
Baiying Xin
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I am very much a beginner in the ocean of optimization and statistics.
Recent Updates
01 / notes
- Proximal three-point identity
Added Proximal three-point identity to Short Notes, deriving the proximal three-point bound and its mirror descent and composite versions.
- Barrier PDLP algorithm slides
Added Barrier PDLP to the new Linear Programming reading section, covering the logarithmic-barrier PDHG update, the perturbed KKT system, adaptive restarts, and barrier-stage updates.
- The bias-complexity tradeoff
Added 05 - The Bias-Complexity Tradeoff to Understanding Machine Learning, covering the No-Free-Lunch theorem and its proof, why prior knowledge must enter through the choice of hypothesis class, and the decomposition of error into approximation and estimation terms.
02 / publications & preprints
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Optimal First-Order Methods for a Class of Structured Hölder-Smooth Problems