6 citations · 11 across the 7 of their papers we have counts for
4 papers · 1 filter
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method
Anatoli Juditsky, Alexander Nazin, Arkadi Nemirovsky +1
We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For su…
Two-Armed Bandit Problem, Data Processing, and Parallel Version of the Mirror Descent Algorithm
Alexander Kolnogorov, Alexander Nazin, Dmitry Shiyan
We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unkno…
L1-optimal linear programming estimatorfor periodic frontier functions with Holder continuous derivative
Alexander Nazin, Stephane Girard
We propose a new estimator based on a linear programming method for smooth frontiers of sample points. The derivative of the frontier function is supposed to be Holder continuous.T…
Recursive Aggregation of Estimators by Mirror Descent Algorithm with Averaging
Anatoli Juditsky, Alexander Nazin, Alexandre Tsybakov +1
We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimi…