메뉴 건너뛰기




Volumn 1, Issue , 2012, Pages 395-403

Optimal regularized dual averaging methods for stochastic optimization

Author keywords

[No Author keywords available]

Indexed keywords

DUAL AVERAGING; LOSS FUNCTIONS; NOVEL ALGORITHM; OPTIMAL CONVERGENCE; PROXIMAL MAPPING; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; WIDE SPECTRUM;

EID: 84877732752     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (61)

References (22)
  • 4
  • 6
    • 75249102673 scopus 로고    scopus 로고
    • Efficient online and batch learning using forward-backward splitting
    • J. Duchi and Y. Singer. Efficient online and batch learning using forward-backward splitting. Journal of Machine Learning Research, 10:2873-2898, 2009.
    • (2009) Journal of Machine Learning Research , vol.10 , pp. 2873-2898
    • Duchi, J.1    Singer, Y.2
  • 7
    • 84875000998 scopus 로고    scopus 로고
    • Beyond the regret minimization barrier: An optimal algorithm for stochastic strongly-convex optimization
    • E. Hazan and S. Kale. Beyond the regret minimization barrier: an optimal algorithm for stochastic strongly-convex optimization. In Conference on Learning Theory (COLT), 2011.
    • (2011) Conference on Learning Theory (COLT)
    • Hazan, E.1    Kale, S.2
  • 10
    • 84877737231 scopus 로고    scopus 로고
    • Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization, part i: A generic algorithmic framework
    • G. Lan and S. Ghadimi. Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization, part i: a generic algorithmic framework. Technical report, University of Florida, 2010.
    • (2010) Technical Report, University of Florida
    • Lan, G.1    Ghadimi, S.2
  • 11
    • 84877737231 scopus 로고    scopus 로고
    • Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization, part ii: Shrinking procedures and optimal algorithms
    • G. Lan and S. Ghadimi. Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization, part ii: shrinking procedures and optimal algorithms. Technical report, University of Florida, 2010.
    • (2010) Technical Report, University of Florida
    • Lan, G.1    Ghadimi, S.2
  • 13
    • 80053458470 scopus 로고    scopus 로고
    • Manifold identification of dual averaging methods for regularized stochastic online learning
    • S. Lee and S. J. Wright. Manifold identification of dual averaging methods for regularized stochastic online learning. In International Conference on Machine Learning (ICML), 2011.
    • (2011) International Conference on Machine Learning (ICML)
    • Lee, S.1    Wright, S.J.2
  • 14
    • 70450197241 scopus 로고    scopus 로고
    • Robust stochastic approximation approach to stochastic programming
    • A. Nemirovski, A. Juditsky, G. Lan, and A. Shapiro. Robust stochastic approximation approach to stochastic programming. SIAM Journal on Optimization, 19(4):1574-1609, 2009.
    • (2009) SIAM Journal on Optimization , vol.19 , Issue.4 , pp. 1574-1609
    • Nemirovski, A.1    Juditsky, A.2    Lan, G.3    Shapiro, A.4
  • 17
    • 65249121279 scopus 로고    scopus 로고
    • Primal-dual subgradient methods for convex problems
    • Y. Nesterov. Primal-dual subgradient methods for convex problems. Mathematical Programming, 120:221-259, 2009.
    • (2009) Mathematical Programming , vol.120 , pp. 221-259
    • Nesterov, Y.1
  • 19
    • 0001287271 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the lasso
    • R. Tibshirani. Regression shrinkage and selection via the lasso. J. R. Statist. Soc. B, 58:267-288, 1996.
    • (1996) J. R. Statist. Soc. B , vol.58 , pp. 267-288
    • Tibshirani, R.1
  • 20
    • 70049111607 scopus 로고    scopus 로고
    • On accelerated proximal gradient methods for convex-concave optimization
    • (Submitted)
    • P. Tseng. On accelerated proximal gradient methods for convex-concave optimization. SIAM Journal on Optimization (Submitted), 2008.
    • (2008) SIAM Journal on Optimization
    • Tseng, P.1
  • 21
    • 78649396336 scopus 로고    scopus 로고
    • Dual averaging methods for regularized stochastic learning and online optimization
    • L. Xiao. Dual averaging methods for regularized stochastic learning and online optimization. Journal of Machine Learning Research, 11:2543-2596, 2010.
    • (2010) Journal of Machine Learning Research , vol.11 , pp. 2543-2596
    • Xiao, L.1
  • 22
    • 16244401458 scopus 로고    scopus 로고
    • Regularization and variable selection via the elastic net
    • H. Zou and T. Hastie. Regularization and variable selection via the elastic net. J. R. Statist. Soc. B, 67(2):301-320, 2005.
    • (2005) J. R. Statist. Soc. B , vol.67 , Issue.2 , pp. 301-320
    • Zou, H.1    Hastie, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.