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Stochastic Nonsmooth Convex Optimization with Heavy-Tailed Noises


Mar 25, 2023
Zijian Liu, Zhengyuan Zhou

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A Finite Sample Complexity Bound for Distributionally Robust Q-learning


Mar 03, 2023
Shengbo Wang, Nian Si, Jose Blanchet, Zhengyuan Zhou

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* Accepted by AISTATS 2023 

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Breaking the Lower Bound with (Little) Structure: Acceleration in Non-Convex Stochastic Optimization with Heavy-Tailed Noise


Feb 14, 2023
Zijian Liu, Jiawei Zhang, Zhengyuan Zhou

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Near-Optimal High-Probability Convergence for Non-Convex Stochastic Optimization with Variance Reduction


Feb 13, 2023
Zijian Liu, Perry Dong, Srikanth Jagabathula, Zhengyuan Zhou

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Single-Trajectory Distributionally Robust Reinforcement Learning


Jan 27, 2023
Zhipeng Liang, Xiaoteng Ma, Jose Blanchet, Jiheng Zhang, Zhengyuan Zhou

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* First two authors contribute equally 

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Leveraging the Hints: Adaptive Bidding in Repeated First-Price Auctions


Nov 05, 2022
Wei Zhang, Yanjun Han, Zhengyuan Zhou, Aaron Flores, Tsachy Weissman

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* 28 pages 

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Distributionally Robust Offline Reinforcement Learning with Linear Function Approximation


Sep 29, 2022
Xiaoteng Ma, Zhipeng Liang, Jose Blanchet, Mingwen Liu, Li Xia, Jiheng Zhang, Qianchuan Zhao, Zhengyuan Zhou

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* First two authors contribute equally 

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Optimal Diagonal Preconditioning: Theory and Practice


Sep 02, 2022
Zhaonan Qu, Wenzhi Gao, Oliver Hinder, Yinyu Ye, Zhengyuan Zhou

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* this work originally appeared as arXiv:2003.07545v2, which was submitted as a replacement by accident 

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