Nonmonotone line search methods with variable sample size.
Natasa KrejicNatasa Krklec JerinkicPublished in: Numer. Algorithms (2015)
Keyphrases
- sample size
- search methods
- search algorithm
- model selection
- upper bound
- covariance matrix
- metaheuristic
- random sampling
- search strategies
- statistical power
- confidence intervals
- small sample size
- small sample
- pac learning
- unconstrained optimization
- number of training samples
- small samples
- worst case
- random sample
- variance reduction
- generalization error
- heuristic search algorithms
- vc dimension
- variational inequalities
- linear programming
- optimization problems
- knn
- cost function