86 citations · 685 across the 45 of their papers we have counts for
3 papers · 1 filter
Screening Rules and its Complexity for Active Set Identification
Eugene Ndiaye, Olivier Fercoq, Joseph Salmon
Screening rules were recently introduced as a technique for explicitly identifying active structures such as sparsity, in optimization problem arising in machine learning. This has…
Random extrapolation for primal-dual coordinate descent
Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher
We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our me…
Improved Optimistic Algorithms for Logistic Bandits
Louis Faury, Marc Abeille, Clément Calauzènes +1
The generalized linear bandit framework has attracted a lot of attention in recent years by extending the well-understood linear setting and allowing to model richer reward structu…