2 papers
stat.ML2019
A Unifying Framework for Variance Reduction Algorithms for Finding Zeroes of Monotone Operators
Xun Zhang, William B. Haskell, Zhisheng Ye
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backwa…
math.OC2018
Index-Based Policy for Risk-Averse Multi-Armed Bandit
Jianyu Xu, William B. Haskell, Zhisheng Ye
The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm…