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Volumn 19, Issue , 2011, Pages 421-436

Beyond the regret minimization barrier: An optimal algorithm for stochastic strongly-convex optimization

Author keywords

Regret Minimization; Stochastic Optimization

Indexed keywords

ALGORITHMS; CONVEX OPTIMIZATION; OPTIMIZATION; STOCHASTIC SYSTEMS;

EID: 84898471955     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper
Times cited : (110)

References (14)
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  • 2
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    • Agarwal, A.1    Bartlett, P.L.2    Ravikumar, P.3    Wainwright, M.J.4
  • 3
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    • Dimitri, P.B.1
  • 4
    • 48849085774 scopus 로고    scopus 로고
    • The tradeoffs of large scale learning
    • Léon Bottou and Olivier Bousquet. The tradeoffs of large scale learning. In NIPS, 2007.
    • (2007) NIPS
    • Bottou, L.1    Bousquet, O.2
  • 7
    • 35348918820 scopus 로고    scopus 로고
    • Logarithmic regret algorithms for online convex optimization
    • Elad Hazan, Amit Agarwal, and Satyen Kale. Logarithmic regret algorithms for online convex optimization. Machine Learning, 69(2-3):169-192, 2007.
    • (2007) Machine Learning , vol.69 , Issue.2-3 , pp. 169-192
    • Hazan, E.1    Agarwal, A.2    Kale, S.3
  • 10
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    • The cost of achieving the best portfolio in hindsight
    • November
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    • Ordentlich, E.1    Cover, T.M.2
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    • SVM optimization: Inverse dependence on training set size
    • Shai Shalev-Shwartz and Nathan Srebro. SVM optimization: inverse dependence on training set size. In ICML, pages 928-935, 2008.
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    • Shalev-Shwartz, S.1    Srebro, N.2
  • 13
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    • The minimax strategy for gaussian density estimation
    • Eiji Takimoto and Manfred K. Warmuth. The minimax strategy for gaussian density estimation. In COLT, pages 100-106, 2000.
    • (2000) COLT , pp. 100-106
    • Takimoto, E.1    Warmuth, M.K.2
  • 14
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    • Online convex programming and generalized infinitesimal gradient ascent
    • Martin Zinkevich. Online convex programming and generalized infinitesimal gradient ascent. In ICML, pages 928-936, 2003.
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    • Zinkevich, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.