2 papers
cs.LG2016
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…
math.OC2016
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…