Bundle methods for regularized risk minimization
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Cites work
Cited in
(25)- Efficient optimization of \(F\)-measure with cost-sensitive SVM
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Compact representations of structured BFGS matrices
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning
- On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
- A bundle method using two polyhedral approximations of the -enlargement of a maximal monotone operator
- V-shaped interval insensitive loss for ordinal classification
- Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
- Supervised classification and mathematical optimization
- Accelerated training of max-margin Markov networks with kernels
- Learning optimized risk scores
- Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
- Vanishing price of decentralization in large coordinative nonconvex optimization
- Large-scale linear rankSVM
- The common-directions method for regularized empirical risk minimization
- scientific article; zbMATH DE number 6276223 (Why is no real title available?)
- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- Nonlinear optimization and support vector machines
- Nonlinear optimization and support vector machines
- A simplified convergence theory for Byzantine resilient stochastic gradient descent
- Minimizing oracle-structured composite functions
- Implementation of an oracle-structured bundle method for distributed optimization
- An inexact spectral bundle method for convex quadratic semidefinite programming
- Efficient nearest neighbors methods for support vector machines in high dimensional feature spaces
- An experimental comparison of cross-validation techniques for estimating the area under the ROC curve
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