Co-occurring keywords · papers mentioning both
Papers
Budgeted Optimization with Concurrent Stochastic-Duration Experiments
NeurIPS 2011
Distributed Delayed Stochastic Optimization
NeurIPS 2011
Empirical Risk Minimization of Graphical Model Parameters Given Approximate Inference, Decoding, and Model Structure
AISTATS 2011
Improved Regret Guarantees for Online Smooth Convex Optimization with Bandit Feedback
AISTATS 2011
Quasi-Newton Methods for Markov Chain Monte Carlo
NeurIPS 2011
Sparse Recovery with Brownian Sensing
NeurIPS 2011
Sparsity Regret Bounds for Individual Sequences in Online Linear Regression
COLT 2011
Statistical Optimization of Non-Negative Matrix Factorization
AISTATS 2011
Statistical Tests for Optimization Efficiency
NeurIPS 2011
Stochastic convex optimization with bandit feedback
NeurIPS 2011
Stochastic Methods for -regularized Loss Minimization
JMLR 2011
The KL-UCB Algorithm for Bounded Stochastic Bandits and Beyond
COLT 2011
Learning with Blocks: Composite Likelihood and Contrastive Divergence
AISTATS 2010
Nonparametric Density Estimation for Stochastic Optimization with an Observable State Variable
NeurIPS 2010
Online Learning for Latent Dirichlet Allocation
NeurIPS 2010
Online Learning in The Manifold of Low-Rank Matrices
NeurIPS 2010
Throttling Poisson Processes
NeurIPS 2010
Accelerated Gradient Methods for Stochastic Optimization and Online Learning
NeurIPS 2009
A General Projection Property for Distribution Families
NeurIPS 2009
Dual Averaging Method for Regularized Stochastic Learning and Online Optimization
NeurIPS 2009
Information-theoretic lower bounds on the oracle complexity of convex optimization
NeurIPS 2009
Online Learning with Sample Path Constraints
JMLR 2009
Periodic Step Size Adaptation for Single Pass On-line Learning
NeurIPS 2009
Slow Learners are Fast
NeurIPS 2009
Algorithms for Infinitely Many-Armed Bandits
NeurIPS 2008