Stochastic Dual Coordinate Descent with Bandit Sampling.
Farnood SalehiPatrick ThiranL. Elisa CelisPublished in: CoRR (2017)
Keyphrases
- random sampling
- multi armed bandit
- monte carlo
- sampling algorithm
- jump diffusion process
- stochastic optimization
- metropolis hastings
- sampling methods
- active learning
- point processes
- regret bounds
- sample size
- logistic regression
- markov chain
- stochastic processes
- importance sampling
- sampling strategies
- reinforcement learning