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Stochastic Online Greedy Learning with Semi-bandit Feedbacks

Neural Information Processing Systems

In this paper, we address the online learning problem when the input to the greedy algorithm is stochastic with unknown parameters that have to be learned over time.



Multi-Step Stochastic ADMM in High Dimensions: Applications to Sparse Optimization and Matrix Decomposition

Neural Information Processing Systems

In this paper, we consider a multi-step version of the stochastic ADMM method with efficient guarantees for high-dimensional problems. We first analyze the simple setting, where the optimization problem consists of a loss function and asingleregularizer(e.g.








A Locally Adaptive Normal Distribution

Neural Information Processing Systems

The underlyingmetricis,however,non-parametric.Wedevelopamaximumlikelihood algorithm to infer the distribution parameters that relies on a combination of gradient descent and Monte Carlo integration. We further extend the LAND to mixture models, andprovidethecorresponding EMalgorithm.