A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and different r...
Choon Hui Teo, Alex J. Smola, S. V. N. Vishwanatha...
We show how variational Bayesian inference can be implemented for very large generalized linear models. Our relaxation is proven to be a convex problem for any log-concave model. ...
Finding the fastest algorithm to solve a problem is one of the main issues in Computational Geometry. Focusing only on worst case analysis or asymptotic computations leads to the d...
Marcelo H. Cintra, Diego R. Llanos Ferraris, Bel&e...
Consider a problem of minimizing a separable, strictly convex, monotone and differentiable function on a convex polyhedron generated by a system of m linear inequalities. The probl...
Adi Ben-Israel, Genrikh Levin, Yuri Levin, Boris R...
Solving optimally large instances of combinatorial optimization problems requires a huge amount of computational resources. In this paper, we propose an adaptation of the parallel...