99 citations · 600 across the 38 of their papers we have counts for
4 papers · 2 filters
Smooth Pinball Neural Network for Probabilistic Forecasting of Wind Power
Kostas Hatalis, Alberto J. Lamadrid, Katya Scheinberg +1
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy so…
Optimization Methods for Supervised Machine Learning: From Linear Models to Deep Learning
Frank E. Curtis, Katya Scheinberg
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It…
Stochastic Recursive Gradient Algorithm for Nonconvex Optimization
Lam M. Nguyen, Jie Liu, Katya Scheinberg +1
In this paper, we study and analyze the mini-batch version of StochAstic Recursive grAdient algoritHm (SARAH), a method employing the stochastic recursive gradient, for solving emp…
SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient
Lam M. Nguyen, Jie Liu, Katya Scheinberg +1
In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. D…