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 Optimization


We thank Reviewers (R) 1, 2, 3, and 4 (who gave us marks 7, 6, 8, 6 respectively) for their positive feedback on the

Neural Information Processing Systems

Just as proximal methods in Euclidean optimization, the FB scheme relies on subroutines to compute the JKO step. G], and discuss more precisely our numerical results. These splitting methods are indeed related, we will cite the missing references [[1,2,3,6]]. Also, it is not covered in [[1,2,3,6]]. This is an interesting question.




Supplementary Material Estimation of Conditional Moment Models Contents

Neural Information Processing Systems

This constant can sometimes be prohibitively large. We show that this approach has advantages in auto-tuning to the ill-posedness of the problem. Darolles et al. [ 2011 ] consider the closed form solution to the minimization problem, which takes the Darolles et al. [ 2011 ] take the latter approach to estimation by first estimating the conditional operators The crucial assumption in this line of work (see e.g. Hall et al. [ 2005 ], Darolles et al. [ 2011 ]) is what Our estimator adapts to these two quantities and automatically and optimally balances them, by imposing an RKHS norm penalty. Our work on sparse linear hypotheses provides a minimax formulation alternative to the Dantzig selector.







Learning from a Sample in Online Algorithms

Neural Information Processing Systems

We consider three central problems in optimization: the restricted assignment load-balancing problem, the Steiner tree network design problem, and facility location clustering. We consider the online setting, where the input arrives over time, and irrevocable decisions must be made without knowledge of the future. For all these problems, any online algorithm must incur a cost that is approximately log | I | times the optimal cost in the worst-case, where | I | is the length of the input. But can we go beyond the worst-case? In this work we give algorithms that perform substantially better when a p -fraction of the input is given as a sample: the algorithm use this sample to learn a good strategy to use for the rest of the input.