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A Momentum-Assisted Single-Timescale Stochastic Approximation Algorithm for Bilevel Optimization

Feb 15, 2021
Prashant Khanduri, Siliang Zeng, Mingyi Hong, Hoi-To Wai, Zhaoran Wang, Zhuoran Yang

* 34 Pages, 10 Figures 

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On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning

Jan 30, 2021
Alain Durmus, Eric Moulines, Alexey Naumov, Sergey Samsonov, Hoi-To Wai

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Identifying First-order Lowpass Graph Signals using Perron Frobenius Theorem

Jan 20, 2021
Yiran He, Hoi-To Wai

* 5 pages, 11 figures 

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A Stochastic Path-Integrated Differential EstimatoR Expectation Maximization Algorithm

Nov 30, 2020
Gersende Fort, Eric Moulines, Hoi-To Wai

* Proceedings of the Conference on Neural Information Processing Systems (NeurIPS 2020), 2020 

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Geom-SPIDER-EM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex Finite-Sum Optimization

Nov 24, 2020
Gersende Fort, Eric Moulines, Hoi-To Wai

* Submitted to an International conference, with reviewing process 

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On the Convergence of Consensus Algorithms with Markovian Noise and Gradient Bias

Aug 18, 2020
Hoi-To Wai

* Accepted to IEEE CDC 2020. 16 pages 

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A User Guide to Low-Pass Graph Signal Processing and its Applications

Aug 04, 2020
Raksha Ramakrishna, Hoi-To Wai, Anna Scaglione

* 11 pages, 5 figures 

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A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic

Jul 10, 2020
Mingyi Hong, Hoi-To Wai, Zhaoran Wang, Zhuoran Yang

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Convergence Analysis of Riemannian Stochastic Approximation Schemes

Jun 15, 2020
Alain Durmus, Pablo Jiménez, Éric Moulines, Salem Said, Hoi-To Wai

* 52 pages 

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Finite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise

Feb 04, 2020
Maxim Kaledin, Eric Moulines, Alexey Naumov, Vladislav Tadic, Hoi-To Wai

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Distributed Learning in the Non-Convex World: From Batch to Streaming Data, and Beyond

Jan 14, 2020
Tsung-Hui Chang, Mingyi Hong, Hoi-To Wai, Xinwei Zhang, Songtao Lu

* Submitted to IEEE Signal Processing Magazine Special Issue on Distributed, Streaming Machine Learning; THC, MH, HTW contributed equally 

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On the Global Convergence of (Fast) Incremental Expectation Maximization Methods

Oct 28, 2019
Belhal Karimi, Hoi-To Wai, Eric Moulines, Marc Lavielle

* 25 pages, Accepted at NeurIPS 2019 

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Spectral partitioning of time-varying networks with unobserved edges

Apr 26, 2019
Michael T. Schaub, Santiago Segarra, Hoi-To Wai

* 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2019) 
* 5 pages, 2 figures 

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Non-asymptotic Analysis of Biased Stochastic Approximation Scheme

Mar 31, 2019
Belhal Karimi, Blazej Miasojedow, Eric Moulines, Hoi-To Wai

* 31 pages 

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Block-Randomized Stochastic Proximal Gradient for Low-Rank Tensor Factorization

Jan 16, 2019
Xiao Fu, Cheng Gao, Hoi-To Wai, Kejun Huang

* single-column, 32 pages 

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Low-rank Interaction with Sparse Additive Effects Model for Large Data Frames

Dec 20, 2018
Geneviève Robin, Hoi-To Wai, Julie Josse, Olga Klopp, Éric Moulines

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Multi-Agent Reinforcement Learning via Double Averaging Primal-Dual Optimization

Oct 27, 2018
Hoi-To Wai, Zhuoran Yang, Zhaoran Wang, Mingyi Hong

* to appear in NIPS 2018 (21 pages, 4 figures) 

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SUCAG: Stochastic Unbiased Curvature-aided Gradient Method for Distributed Optimization

Oct 26, 2018
Hoi-To Wai, Nikolaos M. Freris, Angelia Nedic, Anna Scaglione

* to appear in CDC 2018, 17 pages, 2 figures 

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Blind Community Detection from Low-rank Excitations of a Graph Filter

Sep 05, 2018
Hoi-To Wai, Santiago Segarra, Asuman E. Ozdaglar, Anna Scaglione, Ali Jadbabaie

* 13 pages, 7 figures 

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Decentralized Frank-Wolfe Algorithm for Convex and Non-convex Problems

Aug 28, 2018
Hoi-To Wai, Jean Lafond, Anna Scaglione, Eric Moulines

* Accepted to IEEE Transactions on Automatic Control. 33 pages, 7 figures, include an improved constant in Lemma 2 

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On Curvature-aided Incremental Aggregated Gradient Methods

May 31, 2018
Hoi-To Wai, Wei Shi, Cesar A. Uribe, Angelia Nedich, Anna Scaglione

* 29 pages, 3 figures, 3 tables 

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Curvature-aided Incremental Aggregated Gradient Method

Oct 24, 2017
Hoi-To Wai, Wei Shi, Angelia Nedic, Anna Scaglione

* Final version submitted to Allerton Conference 2017 on Oct 8, 2017 

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RIDS: Robust Identification of Sparse Gene Regulatory Networks from Perturbation Experiments

Dec 20, 2016
Hoi-To Wai, Anna Scaglione, Uzi Harush, Baruch Barzel, Amir Leshem

* 20 pages, 6 figures 

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Active Sensing of Social Networks

Oct 05, 2016
Hoi-To Wai, Anna Scaglione, Amir Leshem

* Final version appeared in IEEE Transactions on Signal and Information Processing over Networks ( Volume: 2, Issue: 3, Sept. 2016 ) 

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On the Online Frank-Wolfe Algorithms for Convex and Non-convex Optimizations

Aug 15, 2016
Jean Lafond, Hoi-To Wai, Eric Moulines

* 28 pages, 4 figures. Incorporated new results on the away-step algorithms and non-convex losses. Expanded the numerical experiments section 

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