2022
Faster Algorithms for Learning Convex Functions
Ali Siahkamari, Durmus Alp Emre Acar, Christopher Liao, Kelly L Geyer, Venkatesh Saligrama, Brian Kulis
ICML 2022spotlight
The task of approximating an arbitrary convex function arises in several learning problems such as convex regression, learning with a difference of convex (DC) functions, and learning Bregman or $f$-divergences. In this paper, we develop and analyze an approach for solving a broad range of convex fu…