Coordinate Linear Variance Reduction for Generalized Linear Programming.

Chaobing Song Cheuk Yin Lin Stephen Wright Jelena Diakonikolas

Published in: NeurIPS (2022)

Keyphrases

variance reduction
linear programming
quadratic programming
gradient estimation
sample size
monte carlo
quasi monte carlo
random numbers
optimal solution
bias variance decomposition
support vector
dynamic programming
probabilistic model
importance sampling