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Xuxing Chen

dblp:221/0393 · DBLP profile ↗
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7ranked-venue papers
3as first author
5since 2021 · last 2025
—ORCID · conflict

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 5 · 3 first-author · 5 since 2021Computer networks · 2

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Artificial intelligence
3 papers
Optimization for machine learning · 91% Efficient and distributed learning · 9%
Theoretical computer science
2 papers
Mathematical optimization · 100%
Interdisciplinary, comprehensive, and emerging computing
1 paper
Computational finance and economics · 100%

Topics — the 14 heaviest of 15, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Optimization for machine learning
bilevel optimization
1.522025
Efficiently Escaping Saddle Points in Bilevel Optimization · J. Mach. Learn. Res. 2025
Decentralized Stochastic Bilevel Optimization with Improved per-Iteration Complexity · ICML 2023
Machine learning › Optimization for machine learning › minimax optimization
gradient descent ascent
0.912025
Efficiently Escaping Saddle Points in Bilevel Optimization · J. Mach. Learn. Res. 2025
Machine learning › Optimization for machine learning
minimax optimization
0.912025
Efficiently Escaping Saddle Points in Bilevel Optimization · J. Mach. Learn. Res. 2025
Machine learning › Optimization for machine learning › bilevel optimization
nonconvex bi-level optimization
0.912025
Efficiently Escaping Saddle Points in Bilevel Optimization · J. Mach. Learn. Res. 2025
Machine learning › Optimization for machine learning
non-convex optimization
0.912025
Efficiently Escaping Saddle Points in Bilevel Optimization · J. Mach. Learn. Res. 2025
Machine learning › Optimization for machine learning › non-convex optimization
saddle point escape
0.912025
Efficiently Escaping Saddle Points in Bilevel Optimization · J. Mach. Learn. Res. 2025
Mathematical optimization
bilevel optimization
0.812024
Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditions · J. Mach. Learn. Res. 2024
Mathematical optimization › stochastic optimization
conditional stochastic optimization
0.812024
Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data · NeurIPS 2024
Mathematical optimization › bilevel optimization
stochastic bilevel optimization
0.812024
Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditions · J. Mach. Learn. Res. 2024
Mathematical optimization
stochastic optimization
0.812024
Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data · NeurIPS 2024
Machine learning › Efficient and distributed learning
distributed training
0.712023
Decentralized Stochastic Bilevel Optimization with Improved per-Iteration Complexity · ICML 2023
Machine learning › Optimization for machine learning
convergence analysis
0.212024
Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditions · J. Mach. Learn. Res. 2024
Machine learning › Optimization for machine learning
stochastic optimization
0.212024
Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditions · J. Mach. Learn. Res. 2024
Machine learning › Optimization for machine learning
hessian-vector products
0.212023
Decentralized Stochastic Bilevel Optimization with Improved per-Iteration Complexity · ICML 2023

Methods — techniques the papers use, named apart from their topics

two-sample oracle · 1.5streaming data algorithms · 1.5single-loop algorithm · 1.5neumann series · 1.5hessian-inversion-free · 1.5perturbed approximate implicit differentiation · 0.9negative curvature descent · 0.9jacobian-vector product · 0.7hessian-vector products · 0.7first-order stochastic oracle · 0.7
YearPublicationVenuePosition
2025 Efficiently Escaping Saddle Points in Bilevel Optimization
abstract
Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In this paper, we analyze algorithms that can escape saddle points in nonconvex-strongly-convex bilevel optimization. Specifically, we show that the perturbed approximate implicit differentiation (AID) with a warm start strategy finds an $\epsilon$-approximate local minimum of bilevel optimization in $\tilde{O}(\epsilon^{-2})$ iterations with high probability. Moreover, we propose an inexact NEgative-curvature-Originated-from-Noise Algorithm (iNEON), an algorithm that can escape saddle point and find local minimum of stochastic bilevel optimization. As a by-product, we provide the first nonasymptotic analysis of perturbed multi-step gradient descent ascent (GDmax) algorithm that converges to local minimax point for minimax problems.
Minhui Huang, Xuxing Chen, Kaiyi Ji, Shiqian Ma, Lifeng Lai
J. Mach. Learn. Res.2
2024 Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data
abstract
We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require matrix inversions nor mini-batches thereby providing a fully online approach for performing instrumental variable regression with streaming data. When the true model is linear, we derive rates of convergence in expectation, that are of order $\mathcal{O}(\log T/T)$ and $\mathcal{O}(1/T^{1-\epsilon})$ for any $\epsilon>0$, respectively under the availability of two-sample and one-sample oracles respectively. Importantly, under the availability of the two-sample oracle, the aforementioned rate is actually agnostic to the relationship between confounder and the instrumental variable demonstrating the flexibility of the proposed approach in alleviating the need for explicit model assumptions required in recent works based on reformulating the problem as min-max optimization problems. Experimental validation is provided to demonstrate the advantages of the proposed algorithms over classical approaches like the 2SLS method.
Xuxing Chen, Abhishek Roy 0005, Krishnakumar Balasubramanian 0002
NeurIPS1
2024 Optimal Algorithms for Stochastic Bilevel Optimization under Relaxed Smoothness Conditions
abstract
We consider stochastic bilevel optimization problems involving minimizing an upper-level ($\texttt{UL}$) function that is dependent on the arg-min of a strongly-convex lower-level ($\texttt{LL}$) function. Several algorithms utilize Neumann series to approximate certain matrix inverses involved in estimating the implicit gradient of the $\texttt{UL}$ function (hypergradient). The state-of-the-art StOchastic Bilevel Algorithm ($\texttt{SOBA}$) instead uses stochastic gradient descent steps to solve the linear system associated with the explicit matrix inversion. This modification enables $\texttt{SOBA}$ to obtain a sample complexity of $\mathcal{O}(1/\epsilon^{2})$ for finding an $\epsilon$-stationary point. Unfortunately, the current analysis of $\texttt{SOBA}$ relies on the assumption of higher-order smoothness for the $\texttt{UL}$ and $\texttt{LL}$ functions to achieve optimality. In this paper, we introduce a novel fully single-loop and Hessian-inversion-free algorithmic framework for stochastic bilevel optimization and present a tighter analysis under standard smoothness assumptions (first-order Lipschitzness of the $\texttt{UL}$ function and second-order Lipschitzness of the $\texttt{LL}$ function). Furthermore, we show that a slight modification of our algorithm can handle a more general multi-objective robust bilevel optimization problem. For this case, we obtain the state-of-the-art oracle complexity results demonstrating the generality of both the proposed algorithmic and analytic frameworks. Numerical experiments demonstrate the performance gain of the proposed algorithms over existing ones.
Xuxing Chen, Tesi Xiao, Krishnakumar Balasubramanian 0002
J. Mach. Learn. Res.1
2023 Decentralized Stochastic Bilevel Optimization with Improved per-Iteration Complexity
abstract
Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent training on bilevel problems to the decentralized setting is a natural generalization, and there has been a flurry of work studying decentralized bilevel optimization algorithms. However, it remains unknown how to design the distributed algorithm with sample complexity and convergence rate comparable to SGD for stochastic optimization, and at the same time without directly computing the exact Hessian or Jacobian matrices. In this paper we propose such an algorithm. More specifically, we propose a novel decentralized stochastic bilevel optimization (DSBO) algorithm that only requires first order stochastic oracle, Hessian-vector product and Jacobian-vector product oracle. The sample complexity of our algorithm matches the currently best known results for DSBO, while our algorithm does not require estimating the full Hessian and Jacobian matrices, thereby possessing to improved per-iteration complexity.
Xuxing Chen, Minhui Huang, Shiqian Ma, Krishna Balasubramanian
ICML1
2023 A one-sample decentralized proximal algorithm for non-convex stochastic composite optimization
abstract
We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two single-time scale algorithms: \texttt{Prox-DASA} and \texttt{Prox-DASA-GT}. These algorithms can find $\epsilon$-stationary points in $\mathcal{O}(n^{-1}\epsilon^{-2})$ iterations using constant batch sizes (i.e., $\mathcal{O}(1)$). Unlike prior work, our algorithms achieve comparable complexity without requiring large batch sizes, more complex per-iteration operations (such as double loops), or stronger assumptions. Our theoretical findings are supported by extensive numerical experiments, which demonstrate the superiority of our algorithms over previous approaches. Our code is available at \url{https://github.com/xuxingc/ProxDASA}.
Tesi Xiao, Xuxing Chen, Krishnakumar Balasubramanian 0002, Saeed Ghadimi
UAI2
2020 Pipeline-Based Chunk Scheduling to Improve ABR Performance in DASH System
abstract
To deliver high quality video across different network conditions, the video chunks are explicitly fetched by client or proactively pushed by server in Dynamic Adaptive Streaming over HTTP (DASH) system. Unfortunately, on the one hand, the client fetch mechanism suffers from bandwidth wastage due to its stop-and-wait fashion when the network delay becomes large. On the other hand, the server push mechanism performs poorly because of its inflexibility in bitrate switching under fluctuating bandwidth. To address these inefficiencies, we propose a pipeline-based chunk scheduling scheme called PCS to auto-turn the sending time of each chunk. For a given ABR algorithm, PCS dynamically pre-schedules the chunk delivery according to the real-time network conditions. Using the pipelined-based chunk delivery, PCS flexibly adjusts the bitrate of each chunk and meanwhile avoids the unnecessary waiting time in the stop-and-wait transmission. The experimental results of testbed implementations show that PCS greatly improves the average bitrate of the state-of-the-art ABR algorithms by up to 26%, and reduces the rebuffer rate by up to 31%.
Weihe Li, Jiawei Huang 0001, Shaojun Zou, Zhuoran Liu 0003, Qichen Su, Xuxing Chen, Jianxin Wang 0001
ICCCN6
2018 A two-step decorrelation method on time-frequency correlated channel for secret key generation
abstract
Secret key generation based on channel reciprocity is an important branch of wireless physical layer security which provides strong or even theoretically perfect secret. With the pursuit of higher secret key rate, the time-frequency joint key extraction schemes have been recently considered, which can exploit simultaneously the resources contained in the frequency and time domains. However, the strong correlation existing between the broadband time-variant channel samples makes the decorrelation process indispensable before quantization. Due to the large size of these channel sample matrices, decorrelation methods based on full channel covariance matrix corresponding to high calculation complexity are difficult to deploy in realistic mobile communication systems. In this work, we propose a method which separates the decorrelation of time-frequency correlated channel characteristics into two steps. The performance of this proposed method is evaluated through both standardized channel model and practical measurements. It is shown that the decorrelation of samples with the two-step method could be close to that based on the full channel covariance matrix, as well as leading to a dramatical reduction on the calculation complexity. The impact of the signal-to-noise-ratio (SNR) on the secret key rate is analyzed, and no distinct difference is shown in this aspect between these two methods.
Zijie Ji, Zunwen He, Yan Zhang 0041, Xuxing Chen
WCNC4