The Sample Complexity of Parameter-Free Stochastic Convex Optimization
无参数随机凸优化的样本复杂度
机构 * Department of Industrial Engineering, University of Pittsburgh(工业工程系,匹兹堡大学) ; Department of Computer Science, Tel Aviv University(计算机科学系,特拉维夫大学)
AI总结 研究未知问题参数(如到最优点的距离和Lipschitz常数)下随机凸优化的样本复杂度,提出可靠模型选择方法和正则化方法,实现最优样本复杂度并避免过拟合。
Comments Accepted for publication in JMLR