Coordinate Linear Variance Reduction for Generalized Linear Programming.

Chaobing Song Cheuk Yin Lin Stephen J. Wright Jelena Diakonikolas

Published in: CoRR (2021)

Keyphrases

variance reduction
linear programming
quadratic programming
gradient estimation
monte carlo
sample size
importance sampling
bias variance decomposition
dynamic programming
optimal solution
np hard
model selection
machine learning
error rate
quasi monte carlo
markov chain
objective function