Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Risk management in dynamic decision problems is a primary concern in many fields, including financial investment, autonomous driving, and healthcare.

The Order Oracle has the capability to compare two functions; however, in contrast to the zero-order oracle, it lacks the ability to calculate or utilize the actual value of the objective function. This concept closely mirrors the challenges encountered in real-world black-box optimization problems.

Our analysis relies on a novel combination of four ideas applied to the primal-dual gap function: smoothing, acceleration, homotopy, and coordinate descent with non-uniform sampling.

We study connections between Dykstra's algorithm for projecting onto an intersection of convex sets, the augmented Lagrangian method of multipliers or ADMM,

In this paper, we propose a coordinate-wise version of the power method from an optimization viewpoint. The vanilla power method simultaneously updates all the coordinates of the iterate, which is essential for its convergence analysis. However, different coordinates converge to the optimal value at different speeds.

Therefore, one should expect ERM problems to be easier if the data vectors are clustered. More importantly, well-clustered datasets are abundant in big-data scenarios.