← Search

Zhengdao Wang

10 accepted papers

2024

Computational Complexity of Asynchronous Policy Iteration for Two-Player Zero-Sum Markov Games

ICASSP 2024accepted

Bertsekas recently proposed Asynchronous Policy Iteration (API) as an alternative algorithm of Policy Iteration (PI) for solving the problem of two-player zero-sum Markov games. To quantifying the benefits of API, besides its flexibility for parallel and asynchronous implementation, the focus of thi…

Cited by 0SourceScholar
2019

Fast and Global Optimal Nonconvex Matrix Factorization via Perturbed Alternating Proximal Point

ICASSP 2019accepted

In this paper, we use the perturbed gradient based alternating minimization for solving a class of low-rank matrix factorization problems. Alternating minimization is a simple but popular approach which has been applied to problems in optimization, machine learning, data mining, and signal processin…

Cited by 0SourceScholar
2019

PA-GD: On the Convergence of Perturbed Alternating Gradient Descent to Second-Order Stationary Points for Structured Nonconvex Optimization

ICML 2019oral

Alternating gradient descent (A-GD) is a simple but popular algorithm in machine learning, which updates two blocks of variables in an alternating manner using gradient descent steps. In this paper, we consider a smooth unconstrained nonconvex optimization problem, and propose a perturbed A-GD (PA-G…

Cited by 25SourcePDFScholar
2017

A Stochastic Nonconvex Splitting Method for Symmetric Nonnegative Matrix Factorization

AISTATS 2017poster

Symmetric nonnegative matrix factorization (SymNMF) plays an important role in applications of many data analytics problems such as community detection, document clustering and image segmentation. In this paper, we consider a stochastic SymNMF problem in which the observation matrix is generated in…

Cited by 6SourcePDFScholar
2017

A nonconvex splitting method for symmetric nonnegative matrix factorization: Convergence analysis and optimality

ICASSP 2017accepted

Symmetric non-negative matrix factorization (SymNMF) has important applications in data analytics problems such as document clustering, community detection and image segmentation. In this paper, we propose a novel nonconvex variable splitting method for solving SymNMF. Different from the existing wo…

Cited by 0SourceScholar
2016

Algorithm for DNA copy number variation detection with read depth and paramorphism information

ICASSP 2016accepted

Next-generation sequencing (NGS) has revolutionized the detection of structural variation in genome. Among NGS strategies, read depth is widely used and paramorphism information contained inside is generally ignored. We develop an algorithm that can fully exploit both read depth and paramorphism inf…

Cited by 0SourceScholar
2016

Estimating high-dimensional covariance matrices with misses for Kronecker product expansion models

ICASSP 2016accepted

We study the problem of high-dimensional covariance matrix estimation from partial observations. We consider covariance matrices modeled as Kronecker products of matrix factors, and rely on observations with missing values. In the absence of missing data, observation vectors are assumed to be i.i.d…

Cited by 0SourceScholar