RacingThompson:anEfficientAlgorithmforThompsonSamplingwithNon-conjugatePriorsYichiZhou1JunZhu1JingweZhuo1AbstractAsoneofthemostimportantproblemsinlearninganddecision-makinginunknownenvironments,MAB...
LEAPSANDBOUNDS:AMethodforApproximatelyOptimalAlgorithmConfigurationGelle´rtWeisz1Andra´sGyo¨rgy12CsabaSzepesva´ri13Abstractwithanappropriateconfigurationmayfinishmuchfaster.Theplethoraofsolvers...
GradientPrimal-DualAlgorithmConvergestoSecond-OrderStationarySolutionforNonconvexDistributedOptimizationOverNetworksMingyiHong1JasonD.Lee2MeisamRazaviyayn3AbstractthefollowingproblemInthiswork,west...
FasterDerivative-FreeStochasticAlgorithmforSharedMemoryMachinesBinGu1ZhouyuanHuo1ChengDeng2HengHuang12Abstractsianmatrixoritsapproximations)oftheobjectivefunction.Forexample,Hogwild!(Rechtetal.,201...
Cut-PursuitAlgorithmforRegularizingNonsmoothFunctionalswithGraphTotalVariationHugoRaguet1LoïcLandrieu2AbstractustofindstationarypointsofF,thatistosaypointsatwhichalldirectionalderivativesofFarenon...
AnEfficientSemismoothNewtonBasedAlgorithmforConvexClusteringYanchengYuan1DefengSun2Kim-ChuanToh3Abstractwhichisnotavailableinmanyrealapplications.There-fore,inrealapplications,k-meansistypicallytri...
Prox-PDA:TheProximalPrimal-DualAlgorithmforFastDistributedNonconvexOptimizationandLearningOverNetworksMingyiHong1DavoodHajinezhad1Ming-MinZhao2Abstract2016);3)nonconvexutilityfunctionsusedinapplica...
OrthogonalizedALS:ATheoreticallyPrincipledTensorDecompositionAlgorithmforPracticalUseVatsalSharan1GregoryValiant1Abstracttheirpracticalutilitywillonlyincrease,withtheriseofmulti-modalmeasurements(e...
High-DimensionalVariance-ReducedStochasticGradientExpectation-MaximizationAlgorithmRongdaZhu1LingxiaoWang2ChengxiangZhai3QuanquanGu2Abstractstudies(Balakrishnanetal.,2014;Wangetal.,2014;Yi&Caramani...
GSOS:Gauss-SeidelOperatorSplittingAlgorithmforMulti-TermNonsmoothConvexCompositeOptimizationLiShen1WeiLiu1GanzhaoYuan2ShiqianMa3Abstractdifferentiableconvexfunctionwithitsgradientsatisfyingtheinequ...
AnEfficient,Sparsity-Preserving,OnlineAlgorithmforLow-RankApproximationDavidAnderson1MingGu1AbstractAdditionally,arecenttrendinmachinelearningistoin-cludeanapproximationofsecondorderinformationforL...