An interior−point stochastic approximation method and an L1−regularized delta rule
Main Authors: | Carbonetto, P, Schmidt, M, de Freitas, N |
---|---|
Other Authors: | Koller, D |
Format: | Book |
Published: |
2008
|
Similar Items
-
A mixture of delta-rules approximation to bayesian inference in change-point problems.
by: Robert C Wilson, et al.
Published: (2013-01-01) -
Interior point and outer approximation methods for conic optimization
by: Coey, Christopher Daniel Lang
Published: (2022) -
Correction: A Mixture of Delta-Rules Approximation to Bayesian Inference in Change-Point Problems.
by: Robert C Wilson, et al.
Published: (2018-06-01) -
Generalized decision rule approximations for stochastic programming via liftings
by: Georghiou, Angelos, et al.
Published: (2016) -
Point estimation, stochastic approximation, and robust Kalman filtering
Published: (2003)