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» Optimization of Convex Risk Functions
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SIAMCO
2000
110views more  SIAMCO 2000»
13 years 10 months ago
On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
We study the asymptotic behavior at infinity of solutions of a second order evolution equation with linear damping and convex potential. The differential system is defined in a rea...
Felipe Alvarez
NIPS
2003
13 years 11 months ago
Laplace Propagation
We present a novel method for approximate inference in Bayesian models and regularized risk functionals. It is based on the propagation of mean and variance derived from the Lapla...
Alexander J. Smola, Vishy Vishwanathan, Eleazar Es...
CORR
2008
Springer
64views Education» more  CORR 2008»
13 years 10 months ago
Linearly Parameterized Bandits
We consider bandit problems involving a large (possibly infinite) collection of arms, in which the expected reward of each arm is a linear function of an r-dimensional random vect...
Paat Rusmevichientong, John N. Tsitsiklis
JMLR
2010
161views more  JMLR 2010»
13 years 5 months ago
Dual Averaging Methods for Regularized Stochastic Learning and Online Optimization
We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning...
Lin Xiao
DCC
2002
IEEE
14 years 10 months ago
Globally Optimal Uneven Error-Protected Packetization of Scalable Code Streams
In this paper, we present a family of new algorithms for rate-fidelity optimal packetization of scalable source bit streams with uneven error protection. In the most general settin...
Sorina Dumitrescu, Xiaolin Wu, Zhe Wang