A SMART Stochastic Algorithm for Nonconvex Optimization with Applications to Robust Machine Learning.
Aleksandr Y. AravkinDamek DavisPublished in: CoRR (2016)
Keyphrases
- optimization algorithm
- machine learning
- objective function
- detection algorithm
- computational cost
- computational complexity
- stochastic gradient
- monte carlo
- dynamic programming
- cost function
- significant improvement
- learning algorithm
- np hard
- preprocessing
- probabilistic model
- worst case
- combinatorial optimization
- evolutionary algorithm
- parameter tuning
- optimization process
- convex optimization
- optimization method
- feature selection
- optimization problems
- optimal solution
- search space
- k means
- similarity measure
- reinforcement learning
- computationally efficient
- linear programming
- optimization model
- stochastic approximation