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Nanxi Zhang

Publications and source records attributed to Nanxi Zhang.

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Smoothing Meets Perturbation: Unified and Tight Analysis for Nonconvex-Concave Minimax Optimization

This paper studies smooth nonconvex-concave minimax optimization and two acceleration mechanisms for single-loop first-order methods: dual perturbation and smoothing. Although both techniques improve convergence guarantees, their relative advantages remain unclear due to the distinction between game stationarity (GS) and optimization stationarity (OS). We provide a tight characterization of their iteration complexities under both notions. We show that smoothing accelerates convergence to both GS and OS, whereas dual perturbation improves the rate only for GS and does not accelerate OS. Matching lower bounds based on hard instances establish the tightness of these rates. Motivated by this separation, we propose Perturbed Smoothed GDA, a single-loop method combining both techniques. It improves the complexity for GS over existing single-loop methods while preserving the state-of-the-art rate for OS, and further admits asymptotic convergence to 0-GS, which is not available for vanilla Smoothed GDA.

math.OC

Doubly-nonparametric generalized additive models

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own right, as well as being a useful tool for model selection and diagnosis in the classical generalized additive model framework. Finite-sample performance of the method is examined via various simulation settings and the method is illustrated on two data analysis examples.

stat.ME

Profile likelihood ratio tests for parameter inferences in generalized single-index models

A profile likelihood ratio test is proposed for inferences on the index coefficients in generalized single-index models. Key features include its simplicity in implementation, invariance against parametrization, and exhibiting substantially less bias than standard Wald-tests in finite-sample settings. Moreover, the R routine to carry out the profile likelihood ratio test is demonstrated to be over two orders of magnitude faster than the recently proposed generalized likelihood ratio test based on kernel regression. The advantages of the method are demonstrated on various simulations and a data analysis example.

stat.ME