We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
The multi-armed bandit problem for a gambler is to decide which arm of a K-slot machine to pull to maximize his total reward in a series of trials. Many real-world learning and opt...
Particle Swarm Optimization (PSO) technique proved its ability to deal with very complicated optimization and search problems. This paper proposes a new particle swarm variant whi...
Abstract. Mainstream surrogate approaches for multi-objective problems build one approximation for each objective. Mono-surrogate approaches instead aim at characterizing the Paret...
We describe a novel framework for the design and analysis of online learning algorithms based on the notion of duality in constrained optimization. We cast a sub-family of universa...