Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method.
Alexander V. NazinArkadi S. NemirovskyAlexandre B. TsybakovAnatoli B. JuditskyPublished in: Autom. Remote. Control. (2019)
Keyphrases
- computationally efficient
- stochastic optimization
- computational cost
- computational complexity
- significant improvement
- learning algorithm
- convergence rate
- cost function
- dynamic programming
- theoretical analysis
- parameter tuning
- training set
- multi objective
- similarity measure
- support vector machine
- artificial intelligence
- combinatorial optimization
- machine learning