Better Parameter-free Stochastic Optimization with ODE Updates for Coin-Betting.

Keyi Chen John Langford Francesco Orabona

Published in: CoRR (2020)

Keyphrases

stochastic optimization
parameter free
multistage
categorical data
fully automatic
outlier detection
expectation maximization
lot sizing
robust optimization
information retrieval
linear programming
unsupervised learning
expected utility
ordinary differential equations