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math.OC2011
Hedge algorithm and Dual Averaging schemes
Michel Baes, Michael Bürgisser
We show that the Hedge algorithm, a method that is widely used in Machine Learning, can be interpreted as a particular instance of Dual Averaging schemes, which have recently been…
math.OC2011★ 2 cited
A randomized Mirror-Prox method for solving structured large-scale matrix saddle-point problems
Michel Baes, Michael Bürgisser, Arkadi Nemirovski
In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization proble…