70 citations · 880 across the 62 of their papers we have counts for
Showing 2016Show all
3 papers · 1 filter
stat.ML2016★ 42 cited
Stochastic Primal-Dual Methods and Sample Complexity of Reinforcement Learning
Yichen Chen, Mengdi Wang
We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minim…
math.OC2016★ 49 cited
Finite-sum Composition Optimization via Variance Reduced Gradient Descent
Xiangru Lian, Mengdi Wang, Ji Liu
The stochastic composition optimization proposed recently by Wang et al. [2014] minimizes the objective with the compositional expectation form: $\min_x~(\mathbb{E}_iF_i \circ \mat…
math.OC2016★ 24 cited
Accelerating Stochastic Composition Optimization
Mengdi Wang, Ji Liu, Ethan X. Fang
Consider the stochastic composition optimization problem where the objective is a composition of two expected-value functions. We propose a new stochastic first-order method, namel…