19 citations · 46 across the 3 of their papers we have counts for
3 papers
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…
Stochastic Optimization Using a Trust-Region Method and Random Models
Ruobing Chen, Matt Menickelly, Katya Scheinberg
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an ob…