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cs.LG2016
Highly-Smooth Zero-th Order Online Optimization Vianney Perchet
Francis Bach, Vianney Perchet
The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider c…
math.OC2016
Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
Aymeric Dieuleveut, Nicolas Flammarion, Francis Bach
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a z…