Minimizing Quadratic Functions in Constant Time
Hayashi, Kohei, Yoshida, Yuichi
–Neural Information Processing Systems
A sampling-based optimization method for quadratic functions is proposed. Our theoretical analysis specifies the number of samples $k(\delta, \epsilon)$ such that the approximated solution $z$ satisfies $ z - z * O(\epsilon n 2)$ with probability $1-\delta$. The empirical performance (accuracy and runtime) is positively confirmed by numerical experiments. Papers published at the Neural Information Processing Systems Conference.
Neural Information Processing Systems
Feb-14-2020, 10:43:32 GMT
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