Co-occurring keywords · papers mentioning both
Papers
Tilted Empirical Risk Minimization
ICLR 2021
Time Discretization-Invariant Safe Action Repetition for Policy Gradient Methods
NeurIPS 2021
Tsallis-INF: An Optimal Algorithm for Stochastic and Adversarial Bandits
JMLR 2021
Variance-Aware Off-Policy Evaluation with Linear Function Approximation
NeurIPS 2021
Variance Penalized On-Policy and Off-Policy Actor-Critic
AAAI 2021
Variance-reduced First-order Meta-learning for Natural Language Processing Tasks
NAACL 2021
Variance Reduced Median-of-Means Estimator for Byzantine-Robust Distributed Inference
JMLR 2021
Variance Reduced Training with Stratified Sampling for Forecasting Models
ICML 2021
Variance reduction in frequency estimators via control variates method
UAI 2021
Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sums
ICML 2021
A Catalyst Framework for Minimax Optimization
NeurIPS 2020
Accelerated Stochastic Gradient-free and Projection-free Methods
ICML 2020
Accelerating Stratified Sampling SGD by Reconstructing Strata
IJCAI 2020
Acceleration for Compressed Gradient Descent in Distributed and Federated Optimization
ICML 2020
A Characterization of Mean Squared Error for Estimator with Bagging
AISTATS 2020
Adaptive Correlated Monte Carlo for Contextual Categorical Sequence Generation
ICLR 2020
Adaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes
NeurIPS 2020
Adaptive Trade-Offs in Off-Policy Learning
AISTATS 2020
A Group-Theoretic Framework for Data Augmentation
NeurIPS 2020
A Group-Theoretic Framework for Data Augmentation
JMLR 2020
A Hybrid Stochastic Policy Gradient Algorithm for Reinforcement Learning
AISTATS 2020
Almost Tune-Free Variance Reduction
ICML 2020
Amortized Nesterov’s Momentum: A Robust Momentum and Its Application to Deep Learning
UAI 2020
Amortized variance reduction for doubly stochastic objective
UAI 2020
An Õ(m/ε^3.5)-Cost Algorithm for Semidefinite Programs with Diagonal Constraints
COLT 2020