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51:00
Microsoft
Doubly Stochastic Primal-Dual Coordinate Method for Empirical Risk Minimization - Microsoft Research
We proposed a doubly stochastic primal-dual coordinate optimization algorithm for regularized empirical risk minimization that can be formulated as a saddle-point problem using convex conjugate functions. Different from the existing coordinate methods, the proposed method randomly samples both primal and dual coordinates to update solutions ...
Aug 16, 2016
Empirical Risk Minimization Examples
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40K views · 1.1K reactions | The L'Hopitals's Rule / Bernoulli's Rule Allows Evaluating Limits of Indeterminate Forms Using Derivatives Application or repeated application of the rule can convert an indeterminate form to an expression that can be easily evaluated by substitution. The is named after French mathematician Guillaume de l'Hôpital. #calculus | Math Avenue : Learn Math By Examples | Facebook
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