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cs.LG2018
Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex Optimization
Minshuo Chen, Lin Yang, Mengdi Wang +1
Stochastic optimization naturally arises in machine learning. Efficient algorithms with provable guarantees, however, are still largely missing, when the objective function is nonc…
cs.LG2017★ 1 cited
Recursive Exponential Weighting for Online Non-convex Optimization
Lin Yang, Cheng Tan, Wing Shing Wong
In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on t…