Angela Yuan — accepted AI-conference papers

2023

Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimization

Chris Junchi Li, Angela Yuan, Gauthier Gidel, Quanquan Gu, Michael Jordan

ICML 2023poster

We propose a new first-order optimization algorithm --- AcceleratedGradient-OptimisticGradient (AG-OG) Descent Ascent---for separable convex-concave minimax optimization. The main idea of our algorithm is to carefully leverage the structure of the minimax problem, performing Nesterov acceleration on…

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2023

Optimal Extragradient-Based Algorithms for Stochastic Variational Inequalities with Separable Structure

Angela Yuan, Chris Junchi Li, Gauthier Gidel, Michael Jordan, Quanquan Gu, Simon Shaolei Du

NeurIPS 2023poster

We consider the problem of solving stochastic monotone variational inequalities with a separable structure using a stochastic first-order oracle. Building on standard extragradient for variational inequalities we propose a novel algorithm---stochastic \emph{accelerated gradient-extragradient} (AG-EG…

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