3 citations · 4 across the 6 of their papers we have counts for
6 papers
Noise Regularizes Over-parameterized Rank One Matrix Recovery, Provably
Tianyi Liu, Yan Li, Enlu Zhou +1
We investigate the role of noise in optimization algorithms for learning over-parameterized models. Specifically, we consider the recovery of a rank one matrix $Y^*\in R^{d\times d…
Contextual Ranking and Selection with Gaussian Processes
Sait Cakmak, Siyang Gao, Enlu Zhou
In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context sp…
Solving the Dual Problems of Dynamic Programs via Regression
Helin Zhu, Fan Ye, Enlu Zhou
In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solv…
Solving Multi-Objective Optimization via Adaptive Stochastic Search with Domination Measure
Joshua Q Hale, Helin Zhu, Enlu Zhou
For general multi-objective optimization problems, we propose a novel performance metric called domination measure to measure the quality of a solution, which can be intuitively in…
Simulation Optimization of Risk Measures with Adaptive Risk Levels
Helin Zhu, Joshua Hale, Enlu Zhou
Optimizing risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) of a general loss distribution is usually difficult, because 1) the loss function might la…
Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations
Fan Ye, Helin Zhu, Enlu Zhou
"Weakly coupled dynamic program" describes a broad class of stochastic optimization problems in which multiple controlled stochastic processes evolve independently but subject to a…