Shiqian Ma
@shiqianma.bsky.social
Professor at Rice University. Optimization and machine learning.
Engineering
42%
Computer science
30%
Shiqian Ma
@shiqianma.bsky.social
· Feb 21
Efficiently Escaping Saddle Points in Bilevel Optimization
www.jmlr.org
Two papers on bilevel optimization are published in JMLR. “Efficiently Escaping Saddle Points in Bilevel Optimization” and “Riemannian Bilevel Optimization” www.jmlr.org/papers/v26/2... www.jmlr.org/papers/v26/2...
Shiqian Ma
@shiqianma.bsky.social
· Feb 21
AdaBB: Adaptive Barzilai-Borwein Method for Convex Optimization
In this paper, we propose AdaBB, an adaptive gradient method based on the Barzilai-Borwein stepsize. The algorithm is line-search-free and parameter-free, and essentially provides a convergent variant...
arxiv.org
Our paper on tuning-free gradient method: “AdaBB: Adaptive Barzilai-Borwein Method for Convex Optimization” is accepted in Math of OR. arxiv.org/abs/2401.08024
Reposted by Shiqian Ma
We implement these oracles using heat-kernel truncation & Varadhan's asymptotics, linking our method to entropy-regularized proximal point method on Wasserstein spaces, in the latter case.
Joint work with Yunrui Guan and @shiqianma.bsky.social
Joint work with Yunrui Guan and @shiqianma.bsky.social
Reposted by Shiqian Ma
Riemannian Proximal Sampler for High-accuracy Sampling on Manifolds
We introduce the Riemannian Proximal Sampler, a method for sampling from densities defined on Riemannian manifolds. The performance of this sampler critically depends on two key oracles: the Manifold ...
arxiv.org
New work on Riemannian Proximal Sampler, to sample on Riemannian manifolds:
arxiv.org/abs/2502.07265
Comes with high-accuracy (i.e., log(1/eps), where eps is tolerance) guarantees with exact and inexact oracles for Manifold Brownian Increments and Riemannian Heat-kernels
arxiv.org/abs/2502.07265
Comes with high-accuracy (i.e., log(1/eps), where eps is tolerance) guarantees with exact and inexact oracles for Manifold Brownian Increments and Riemannian Heat-kernels
Shiqian Ma
@shiqianma.bsky.social
· Jan 14
Riemannian Bilevel Optimization
In this work, we consider the bilevel optimization problem on Riemannian manifolds. We inspect the calculation of the hypergradient of such problems on general manifolds and thus enable the utilizatio...
arxiv.org
Our paper Riemannian Bilevel Optimization is accepted in Journal of Machine Learning Research! arxiv.org/abs/2402.02019