Beyond the regret minimization barrier: optimal algorithms for stochastic strongly-convex optimization.
Elad HazanSatyen KalePublished in: J. Mach. Learn. Res. (2014)
Keyphrases
- convex optimization
- regret minimization
- convex optimization problems
- worst case
- interior point
- optimization problems
- computational complexity
- optimization methods
- learning algorithm
- interior point methods
- primal dual
- game theoretic
- computationally intensive
- optimal control
- dynamic programming
- low rank
- multiresolution
- sparse representation
- machine learning algorithms
- sufficient conditions
- special case