3 papers
stat.ME2023
Fast Screening Rules for Optimal Design via Quadratic Lasso Reformulation
Guillaume Sagnol, Luc Pronzato
The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of th…
cs.DM2021
Restricted Adaptivity in Stochastic Scheduling
Guillaume Sagnol, Daniel Schmidt genannt Waldschmidt
We consider the stochastic scheduling problem of minimizing the expected makespan on parallel identical machines. While the (adaptive) list scheduling policy achieves an approx…
math.OC2018
An unexpected connection between Bayes optimal designs and the Group Lasso
Guillaume Sagnol, Edouard Pauwels
We show that the -optimal design optimization problem over design points in is equivalent to minimizing a quadratic function plus a group lasso sparsity induc…