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07/26/2023
Function Value Learning: Adaptive Learning Rates Based on the Polyak Stepsize and Function Splitting in ERM
Here we develop variants of SGD (stochastic gradient descent) with an ad...
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07/12/2023
Online Inventory Problems: Beyond the i.i.d. Setting with Online Convex Optimization
We study multi-product inventory control problems where a manager makes ...
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06/04/2023
Provable convergence guarantees for black-box variational inference
While black-box variational inference is widely used, there is no proof ...
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06/19/2021
SAN: Stochastic Average Newton Algorithm for Minimizing Finite Sums
We present a principled approach for designing stochastic Newton methods...
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03/28/2017