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Stochastic
Models Dynamic Programming
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DP Models YouTube
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Effect
Maximum Entropy Inverse
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Programming
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Stochasticity
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Service
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Staage KMR
Stochastic
DP Models Terminology YouTube
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Programming Optimization
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of Euclidean Geo
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Brownian
Flow Lotic
Stochastic
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Stochastic Optimization and Sparse Statistical Recovery: An Optimal Algorithm for High Dimensions
We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures, yielding an O(d/T) convergence rate for strongly convex objectives in d dimensions, and an O(√(s log d)/T ...
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