2 papers
cs.LG2018
Online Learning and Decision-Making under Generalized Linear Model with High-Dimensional Data
Xue Wang, Mike Mingcheng Wei, Tao Yao
We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online lea…
math.ST2016
Global solutions to folded concave penalized nonconvex learning
Hongcheng Liu, Tao Yao, Runze Li
This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, they lack…