Feng Ruan

Multiclass Classification, Information, Divergence, and Surrogate Risk

2016 · arXiv (Cornell University)

We provide a unifying view of statistical information measures, multi-way Bayesian hypothesis testing, loss functions for multi-class classification problems, and multi-distribution $f$-divergences, elaborating equivalence results between all of these objects, and extending existing results for …

Stochastic Methods for Composite Optimization Problems

2017 · arXiv (Cornell University)

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic methods---including a stochastic …