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Recht-Re Noncommutative Arithmetic-Geometric Mean Conjecture is False
Stochastic optimization algorithms have become indispensable in machine learning.
Recht-Re Noncommutative Arithmetic-Geometric Mean Conjecture is False
Stochastic optimization algorithms have become indispensable in machine learning.
Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent
With the fast development of big data, it has been easier than before to learn the optimal decision rule by updating the decision rule recursively and making online decisions.
Stochastic Steffensen method
Is it possible for a first-order method, i. e., only first derivatives allowed, to be quadratically convergent?
Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods
We first present the asymptotic distribution for the Polyak-Ruppert-averaging type Kiefer-Wolfowitz (AKW) estimators, whose asymptotic covariance matrices depend on the distribution of search directions and the function-value query complexity.
Recht-Ré Noncommutative Arithmetic-Geometric Mean Conjecture is False
Our approach relies on the noncommutative Positivstellensatz, which allows us to reduce the conjectured inequality to a semidefinite program and the validity of the conjecture to certain bounds for the optimum values, which we show are false as soon as $n = 5$.
