Concepedia

Sample size selection in optimization methods for machine learning

Richard H. Byrd, Gillian M. Chin, Jorge Nocedal, Yuchen Wu

Mathematical Programming · 2012 · 395 citations · 34 references

Concepts

ComputingComputer ScienceAlgorithmsMachine LearningOptimizationBias-variance TradeoffOptimization For Machine LearningOptimization TheoryParameter OptimizationSample Selection ModelsOptimal Design Of ExperimentsSample Size EstimationSample Size ReductionSampling Strategy OptimizationSimulation-based Sample Size CalculationSimulation-based Sample Size Determination

References

34

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

Amir Beck, Marc Teboulle · SIAM Journal on Imaging Sciences · 2009 · 12K citations

Natural Sciences, Computer Science, Biomedical Imaging +15

De-noising by soft-thresholding

David L. Donoho · IEEE Transactions on Information Theory · 1995 · 9.6K citations

Natural Sciences, Computer Science, Mathematics +11

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Gradient Projection for Sparse Reconstruction: Application to Compressed Sensing and Other Inverse Problems

Mário A. T. Figueiredo, Robert D. Nowak, Stephen J. Wright · IEEE Journal of Selected Topics in Signal Processing · 2007 · 3.5K citations

Natural Sciences, Computer Science, Biomedical Signal Processing +13

The Sample Average Approximation Method for Stochastic Discrete Optimization

Anton J. Kleywegt, Alexander Shapiro, Tito Homem‐de‐Mello · SIAM Journal on Optimization · 2002 · 2K citations · Full text

Natural Sciences, Mathematics, Optimization +16