Effort Allocation and Statistical Inference for 1-dimensional Multistart stochastic Gradient Descent.
Saul Toscano-PalmerinPeter I. FrazierPublished in: WSC (2018)
Keyphrases
- statistical inference
- stochastic gradient descent
- least squares
- loss function
- matrix factorization
- model selection
- graphical models
- bayesian inference
- step size
- support vector machine
- statistical learning
- random forests
- regularization parameter
- machine learning
- weight vector
- statistical methods
- supervised learning
- multiple kernel learning
- importance sampling
- online learning
- feature vectors
- online algorithms
- cost function
- data sets
- linear combination
- probabilistic model
- learning algorithm