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We consider the fundamental problem of minimizing a general quadratic function over an ellipsoidal domain, also known as the trust region (sub)problem. We give the first provable linear-time (in the number of non-zero entries of the input) algorithm for approximately solving this problem. Specifically, our algorithm returns an $$\epsilon $$ ϵ -approximate solution in runtime of order N/ ...
We consider sequential decision making in a setting where regret is measured with respect to a set of stateful reference policies, and feedback is limited to observing the rewards of the actions performed (the so called "bandit" setting). If either the reference policies are stateless rather than stateful, or the feedback includes the rewards of all actions (the so called "expert"...
We propose a supervised system identification method for recovering an acoustic impulse response in a reverberant room. Unlike most existing methods, our algorithm is based on prior information given in the form of a training set of known impulse responses acquired in a controlled environment. By relying on the prior information, we train local Principal Component Analysis (PCA) models of impulse...
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