Sciweavers

17543 search results - page 161 / 3509
» Stochastic Optimization Algorithms
Sort
View
JAIR
2006
101views more  JAIR 2006»
15 years 6 months ago
Resource Allocation Among Agents with MDP-Induced Preferences
Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute acti...
Dmitri A. Dolgov, Edmund H. Durfee
ICML
2007
IEEE
16 years 7 months ago
Pegasos: Primal Estimated sub-GrAdient SOlver for SVM
We describe and analyze a simple and effective iterative algorithm for solving the optimization problem cast by Support Vector Machines (SVM). Our method alternates between stocha...
Shai Shalev-Shwartz, Yoram Singer, Nathan Srebro
COLT
2008
Springer
15 years 8 months ago
Adapting to a Changing Environment: the Brownian Restless Bandits
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
Aleksandrs Slivkins, Eli Upfal
ICGI
2000
Springer
15 years 10 months ago
Computation of Substring Probabilities in Stochastic Grammars
Abstract. The computation of the probability of string generation according to stochastic grammars given only some of the symbols that compose it underlies pattern recognition prob...
Ana L. N. Fred
ANOR
2006
59views more  ANOR 2006»
15 years 6 months ago
The empirical behavior of sampling methods for stochastic programming
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
Jeff Linderoth, Alexander Shapiro, Stephen Wright