Fercoq, Olivier
- Improved Optimistic Algorithms for Logistic Bandits
2020/02/18 by Louis Faury, Marc Abeille, Faury, Louis +5 · 24 citations
Decision Sciences · Computer Science · Engineering · #Advanced Bandit Algorithms Research #Reinforcement Learning in Robotics #Smart Grid Energy Management
- SDNA: Stochastic Dual Newton Ascent for Empirical Risk Minimization
2015/02/08 by Zheng Qu, Qu, Zheng, Peter Richtárik +5 · 13 citations
Computer Science · Engineering · #3D Shape Modeling and Analysis #FOS: Computer and information sciences #Machine Learning (cs.LG) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Accelerated, Parallel and Proximal Coordinate Descent
2013/12/20 by Olivier Fercoq, Fercoq, Olivier, Peter Richtárik +1 · 7 citations
Computer Science · Engineering · #Blind Source Separation Techniques #Distributed #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Parallel #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #and Cluster Computing (cs.DC)
- A Conditional Gradient-Based Augmented Lagrangian Framework
2019/01/13 by Alp Yurtsever, Olivier Fercoq, Yurtsever, Alp +3 · 8 citations
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Mind the duality gap: safer rules for the Lasso
2015/05/13 by Olivier Fercoq, Fercoq, Olivier, Alexandre Gramfort +3 · 8 citations
Mathematics · Engineering · #Statistical Methods and Inference #Sparse and Compressive Sensing Techniques #Markov Chains and Monte Carlo Methods
- Escaping limit cycles: Global convergence for constrained\n nonconvex-nonconcave minimax problems
2023/02/20 by Thomas Pethick, Puya Latafat, Pethick, Thomas +7 · 8 citations
Computer Science · Mathematics · Engineering · #Optimization and Variational Analysis #Advanced Optimization Algorithms Research #Sparse and Compressive Sensing Techniques
- Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient
2022/06/07 by Fercoq, Olivier · 6 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Almost surely constrained convex optimization
2019/01/31 by Olivier Fercoq, Ahmet Alacaoglu, Fercoq, Olivier +5 · 2 citations
Computer Science · Engineering · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming
2018/04/23 by Alp Yurtsever, Yurtsever, Alp, Olivier Fercoq +5 · 2 citations
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
- Random extrapolation for primal-dual coordinate descent
2020/07/13 by Ahmet Alacaoglu, Olivier Fercoq, Alacaoglu, Ahmet +3 · 3 citations
Computer Science · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Face and Expression Recognition #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Solving stochastic weak Minty variational inequalities without increasing batch size
2023/02/17 by Thomas Pethick, Olivier Fercoq, Pethick, Thomas +7 · 3 citations
Computer Science · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- GAP Safe Screening Rules for Sparse-Group-Lasso
2016/02/19 by Eugène Ndiaye, Ndiaye, Eugene, Olivier Fercoq +5 · 2 citations
Engineering · Mathematics · Medicine · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Systemic Lupus Erythematosus Research
- Smooth Primal-Dual Coordinate Descent Algorithms for Nonsmooth Convex Optimization
2017/11/09 by Ahmet Alacaoglu, Quoc Tran-Dinh, Alacaoglu, Ahmet +5 · 2 citations
Computer Science · Engineering · #Stochastic Gradient Optimization Techniques #Sparse and Compressive Sensing Techniques #Complexity and Algorithms in Graphs
- Improving Evolutionary Strategies with Generative Neural Networks
2019/01/31 by Louis Faury, Faury, Louis, Clément Calauzènes +5 · 1 citation
Computer Science · #Evolutionary Algorithms and Applications #FOS: Computer and information sciences #Metaheuristic Optimization Algorithms Research #Neural Networks and Applications #Neural and Evolutionary Computing (cs.NE)
- Screening Rules and its Complexity for Active Set Identification
2020/09/06 by Eugène Ndiaye, Ndiaye, Eugene, Olivier Fercoq +3 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Neural Networks and Applications #Optimization and Control (math.OC)
- An Adaptive Primal-Dual Framework for Nonsmooth Convex Minimization
2018/08/14 by Tran-Dinh, Quoc, Alacaoglu, Ahmet, Fercoq, Olivier +1 · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)
- Monitoring the Convergence Speed of PDHG to Find Better Primal and Dual Step Sizes
2024/03/28 by Olivier Fercoq, Fercoq, Olivier · 1 citation
Engineering · #Engineering Applied Research #FOS: Mathematics #Optimization and Control (math.OC)