Tag Archives: machine learning

Con­di­tional Gra­di­ent Descent (a.k.a. Frank-Wolfe algorithm)

Recently, I read Martin Wainwright’s old paper: A new class of upper bounds on the log partition function, and found that conditional gradient was used in his paper to optimize edge appearance probability.  Sébastien Bubeck gave a nice introduction on … Continue reading

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Connection between prediction market and stochastic mirror descent

My Ph.D research topic is about machine learning market, primarily trying to apply market mechanism into machine learning to drive efficient and large-scale machine learning tasks, for example, we have used prediction market mechanism to do belief aggregation. We treat … Continue reading

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