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» Optimization of Convex Risk Functions
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NIPS
2007
13 years 12 months ago
Adaptive Online Gradient Descent
We study the rates of growth of the regret in online convex optimization. First, we show that a simple extension of the algorithm of Hazan et al eliminates the need for a priori k...
Peter L. Bartlett, Elad Hazan, Alexander Rakhlin
COLT
2010
Springer
13 years 8 months ago
Composite Objective Mirror Descent
We present a new method for regularized convex optimization and analyze it under both online and stochastic optimization settings. In addition to unifying previously known firstor...
John Duchi, Shai Shalev-Shwartz, Yoram Singer, Amb...
ECCV
2010
Springer
14 years 1 months ago
Practical Methods For Convex Multi-View Reconstruction
Globally optimal formulations of geometric computer vision problems comprise an exciting topic in multiple view geometry. These approaches are unaffected by the quality of a provid...
WIOPT
2011
IEEE
13 years 2 months ago
Portfolio optimization in secondary spectrum markets
—In this paper, we address the spectrum portfolio optimization (SPO) question in the context of secondary spectrum markets, where bandwidth (spectrum access rights) can be bought...
Praveen Kumar Muthuswamy, Koushik Kar, Aparna Gupt...
ICASSP
2010
IEEE
13 years 5 months ago
Search error risk minimization in Viterbi beam search for speech recognition
This paper proposes a method to optimize Viterbi beam search based on search error risk minimization in large vocabulary continuous speech recognition (LVCSR). Most speech recogni...
Takaaki Hori, Shinji Watanabe, Atsushi Nakamura