descent method
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Quartz: Randomized Dual Coordinate Ascent with Arbitrary Sampling
Zheng Qu, Peter Richtarik, Tong Zhang
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Stochastic Spectral and Conjugate Descent Methods
Dmitry Kovalev, Peter Richtarik, Eduard Gorbunov, Elnur Gasanov
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Block Coordinate Regularization by Denoising
Yu Sun, Jiaming Liu, Ulugbek Kamilov
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A Block Coordinate Ascent Algorithm for Mean-Variance Optimization
Tengyang Xie, Bo Liu, Yangyang Xu, Mohammad Ghavamzadeh, Yinlam Chow, Daoming Lyu, Daesub Yoon
Risk management in dynamic decision problems is a primary concern in many fields, including financial investment, autonomous driving, and healthcare.
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Regret Bounds without Lipschitz Continuity: Online Learning with Relative-Lipschitz Losses
Recently, researchers from convex optimization proposed the notions of "relative Lipschitz continuity" and "relative strong convexity". Both of the notions are generalizations oftheirclassicalcounterparts.
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