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most citedBayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data

3 citations · 7 across the 9 of their papers we have counts for

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cs.LG2022

Risk-averse Contextual Multi-armed Bandit Problem with Linear Payoffs

Yifan Lin, Yuhao Wang, Enlu Zhou

In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the dec…

math.OC2022★ 3 cited

Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data

Tianyi Liu, Yifan Lin, Enlu Zhou

We consider stochastic optimization under distributional uncertainty, where the unknown distributional parameter is estimated from streaming data that arrive sequentially over time…