99 citations · 600 across the 38 of their papers we have counts for
3 papers · 1 filter
Optimal Generalized Decision Trees via Integer Programming
Oktay Gunluk, Jayant Kalagnanam, Minhan Li +2
Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not alw…
Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales
Jose Blanchet, Coralia Cartis, Matt Menickelly +1
We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an u…
Proximal Quasi-Newton Methods for Regularized Convex Optimization with Linear and Accelerated Sublinear Convergence Rates
Hiva Ghanbari, Katya Scheinberg
In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been establ…