Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression
From MaRDI portal
Publication:6284553
arXiv1703.06770MaRDI QIDQ6284553FDOQ6284553
Authors: Anastasia Bayandina, Elena Chernousova, A. V. Gasnikov, Ekaterina Krymova 
Publication date: 20 March 2017
Abstract: In this paper we propose a new approach to obtain mixing least square regression estimate by means of stochastic online mirror descent in non-euclidian set-up.
This page was built for publication: Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6284553)
