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COLT
2008
Springer
13 years 12 months ago
Adapting to a Changing Environment: the Brownian Restless Bandits
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
Aleksandrs Slivkins, Eli Upfal
IFIP7
2001
Springer
113views Optimization» more  IFIP7 2001»
14 years 2 months ago
Optimal Shape Design Using Domain Transformations and Continuous Sensitivity Equation Methods
In this paper, we consider two approaches to solving an optimization based design problem where “shape” is the design parameter. Both methods use domain transformations to comp...
Lisa Stanley
ICML
2006
IEEE
14 years 11 months ago
Accelerated training of conditional random fields with stochastic gradient methods
We apply Stochastic Meta-Descent (SMD), a stochastic gradient optimization method with gain vector adaptation, to the training of Conditional Random Fields (CRFs). On several larg...
S. V. N. Vishwanathan, Nicol N. Schraudolph, Mark ...
MP
2002
93views more  MP 2002»
13 years 9 months ago
Conditioning of convex piecewise linear stochastic programs
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
EMO
2001
Springer
71views Optimization» more  EMO 2001»
14 years 2 months ago
Inferential Performance Assessment of Stochastic Optimisers and the Attainment Function
Abstract The performance of stochastic optimisers can be assessed experimentally on given problems by performing multiple optimisation runs, and analysing the results. Since an opt...
Viviane Grunert da Fonseca, Carlos M. Fonseca, And...