Stochastic approximation

Results: 120



#Item
61Stochastic optimization / Probability theory / Stochastic approximation / Mathematical optimization / Bayesian inference / Latent Dirichlet allocation / Expectation–maximization algorithm / Variational Bayesian methods / Statistics / Bayesian statistics / Estimation theory

An Adaptive Learning Rate for Stochastic Variational Inference Rajesh Ranganath Princeton University, 35 Olden St., Princeton, NJ[removed]RAJESHR @ CS . PRINCETON . EDU

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Source URL: www.cs.columbia.edu

Language: English - Date: 2015-03-12 00:16:22
62Convex optimization / Operations research / Stochastic approximation / Stochastic optimization / Convex function / Subgradient method / Big O notation / Ellipsoid method / Mathematical optimization / Mathematical analysis / Convex analysis

c 2009 Society for Industrial and Applied Mathematics  SIAM J. OPTIM. Vol. 19, No. 4, pp. 1574–1609

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Source URL: www2.isye.gatech.edu

Language: English - Date: 2011-05-04 08:44:40
63Estimation theory / Stochastic processes / Statistical models / Dirichlet process / Conjugate prior / Mixture model / Latent Dirichlet allocation / Dirichlet distribution / Parametric model / Statistics / Statistical theory / Bayesian statistics

Online Learning of Nonparametric Mixture Models via Sequential Variational Approximation Dahua Lin Toyota Technological Institute at Chicago

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Source URL: papers.nips.cc

Language: English - Date: 2014-02-24 18:11:54
64Stochastic optimization / Singular value decomposition / Linear algebra / Matrix theory / Multivariate statistics / Principal component analysis / Stochastic approximation / Mathematical optimization / Stochastic gradient descent / Algebra / Mathematics / Statistics

A Stochastic PCA Algorithm with an Exponential Convergence Rate Ohad Shamir Weizmann Institute of Science [removed]

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:27:48
65Stochastic optimization / Operations research / Stochastic gradient descent / Stochastic approximation / Gradient descent / Gradient method / Subgradient method / Convex optimization / Numerical analysis / Mathematical optimization / Mathematical analysis

Learning with stochastic proximal gradient Lorenzo Rosasco ∗ DIBRIS, Universit`a di Genova Via Dodecaneso, [removed]Genova, Italy

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:28:36
66Mathematical optimization / Dynamic programming / Stochastic control / Equations / Numerical analysis / Automatic basis function construction / Reinforcement learning / Proto-value functions / Bellman equation / Statistics / Mathematics / Mathematical analysis

Analyzing Feature Generation for Value-Function Approximation Ronald Parr Christopher Painter-Wakefield Department of Computer Science, Duke University, Durham, NC[removed]USA Lihong Li

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Source URL: www.cs.duke.edu

Language: English - Date: 2007-04-23 20:09:21
67Stochastic optimization / Quasi-Newton method / Gradient descent / Stochastic gradient descent / BFGS method / Limited-memory BFGS / Stochastic approximation / Hessian matrix / Perceptron / Numerical analysis / Mathematical optimization / Mathematical analysis

Fast large-scale optimization by unifying stochastic gradient and quasi-Newton methods Jascha Sohl-Dickstein, Ben Poole, Surya Ganguli Stanford University {jascha,benpoole,sganguli}@stanford.edu

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-13 10:45:07
68Stochastic optimization / Numerical linear algebra / Stochastic gradient descent / Gradient method / Gradient descent / Stochastic approximation / Mathematical optimization / Random coordinate descent / Coordinate descent / Numerical analysis / Mathematical analysis / Mathematics

mS2GD: Mini-Batch Semi-Stochastic Gradient Descent in the Proximal Setting Jie Liu Lehigh University Bethlehem, PA 18015

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:28:41
69Dynamic programming / Stochastic control / Mathematical optimization / Markov processes / Numerical analysis / Reinforcement learning / Markov decision process / Approximation / Least squares / Statistics / Mathematical analysis / Mathematics

Journal of Machine Learning Research[removed]1149 Submitted 8/02; Published[removed]Least-Squares Policy Iteration Michail G. Lagoudakis

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Source URL: www.cs.duke.edu

Language: English - Date: 2003-12-20 17:38:33
70Stochastic optimization / Stochastic gradient descent / Stochastic approximation / Coordinate descent / Gradient descent / Mathematical optimization / Gradient method / Gradient / Numerical analysis / Mathematical analysis / Mathematics

S2CD: Semi-Stochastic Coordinate Descent Jakub Koneˇcn´y University of Edinburgh United Kingdom, EH9 3FD [removed]

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:28:33
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