114 citations · 379 across the 34 of their papers we have counts for
4 papers · 1 filter
SDP Relaxation with Randomized Rounding for Energy Disaggregation
Kiarash Shaloudegi, András György, Csaba Szepesvári +1
We develop a scalable, computationally efficient method for the task of energy disaggregation for home appliance monitoring. In this problem the goal is to estimate the energy cons…
Max-affine estimators for convex stochastic programming
Gábor Balázs, András György, Csaba Szepesvári
In this paper, we consider two sequential decision making problems with a convexity structure, namely an energy storage optimization task and a multi-product assembly example. We f…
Chaining Bounds for Empirical Risk Minimization
Gábor Balázs, András György, Csaba Szepesvári
This paper extends the standard chaining technique to prove excess risk upper bounds for empirical risk minimization with random design settings even if the magnitude of the noise…
(Bandit) Convex Optimization with Biased Noisy Gradient Oracles
Xiaowei Hu, Prashanth L. A., András György +1
Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorit…