13 citations · 25 across the 5 of their papers we have counts for
6 papers
Gradient-based bilevel optimization for multi-penalty Ridge regression through matrix differential calculus
Gabriele Maroni, Loris Cannelli, Dario Piga
Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing th…
Split-Boost Neural Networks
Raffaele Giuseppe Cestari, Gabriele Maroni, Loris Cannelli +2
The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results. Key ob…
Asynchronous Optimization over Graphs: Linear Convergence under Error Bound Conditions
Loris Cannelli, Francisco Facchinei, Gesualdo Scutari +1
We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is know…
Hedging using reinforcement learning: Contextual -Armed Bandit versus -learning
Loris Cannelli, Giuseppe Nuti, Marzio Sala +1
The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous…
Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part II: Complexity and Numerical Results
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev +1
We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth…
Asynchronous Parallel Algorithms for Nonconvex Optimization
Loris Cannelli, Francisco Facchinei, Vyacheslav Kungurtsev +1
We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to bot…