Stochastic optimization

Results: 750



#Item
341Stochastic control / Optimal control / Dynamic programming / Markov models / Mathematical optimization / Hamilton–Jacobi–Bellman equation / Markov decision process / Discretization / Stochastic differential equation / Statistics / Mathematics / Control theory

Simplicial Label Correcting Algorithms for Continuous Stochastic Shortest Path Problems Dmitry S. Yershov Steven M. LaValle

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Source URL: msl.cs.uiuc.edu

Language: English - Date: 2013-09-10 21:22:09
342Stochastic 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
343Operations research / Numerical analysis / Numerical linear algebra / Linear programming / Schur complement method / Matrix / Preconditioner / Schur complement / Relaxation / Mathematics / Mathematical optimization / Algebra

Preprint ANL/MCS-P4030[removed]AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨

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Source URL: www.mcs.anl.gov

Language: English - Date: 2014-01-24 16:17:33
344Mathematical 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
345Stochastic 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
346Stochastic gradient descent / Pipeline / Mathematical optimization / Regression analysis / Statistics / Statistical classification / Support vector machine

engineering pipelines for learning at scale Benjamin Recht University of California, Berkeley +

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Source URL: www.eecs.berkeley.edu

Language: English - Date: 2015-02-24 16:30:13
347Systems theory / Dynamic programming / Equations / Operations research / Stochastic control / Lipschitz continuity / Optimal control / S0 / Markov decision process / Statistics / Mathematical optimization / Control theory

Sample Complexity and Performance Bounds for Non-parametric Approximate Linear Programming Jason Pazis and Ronald Parr Department of Computer Science, Duke University Durham, NC 27708 {jpazis,parr}@cs.duke.edu

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Source URL: www.cs.duke.edu

Language: English - Date: 2013-04-10 17:56:12
348Stochastic 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
349Wireless networking / Routing / Ant colony optimization algorithms / Stochastic optimization / Artificial Ants / ANts P2P / Network congestion / Ant / Link-state routing protocol / Network architecture / Computing / OSI protocols

Adaptive Routing in Active Networks Giuseppe Di Fatta1,3 , Salvatore Gaglio 1,2 , Giuseppe Lo Re1 , Marco Ortolani2 1 2

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Source URL: www.cs.bell-labs.com

Language: English
350Expectation–maximization algorithm / Missing data / Combinatory logic / Theoretical computer science / Coding theory / Statistics / Mathematics / Estimation theory

Scaling up Lloyd’s algorithm: stochastic and parallel block-wise optimization perspectives Claire Monteleoni Department of Computer Science George Washington University

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:28:22
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