Search Results for author: Nobuo Yamashita

Found 3 papers, 1 papers with code

Convergence analysis and acceleration of the smoothing methods for solving extensive-form games

no code implementations20 Mar 2023 Keigo Habara, Ellen Hidemi Fukuda, Nobuo Yamashita

It can represent games with multiple decision points and incomplete information, and hence it is helpful in formulating games with uncertain inputs, such as poker.

A Stochastic Variance Reduced Gradient using Barzilai-Borwein Techniques as Second Order Information

no code implementations23 Aug 2022 Hardik Tankaria, Nobuo Yamashita

In this paper, we consider to improve the stochastic variance reduce gradient (SVRG) method via incorporating the curvature information of the objective function.

A globally convergent fast iterative shrinkage-thresholding algorithm with a new momentum factor for single and multi-objective convex optimization

1 code implementation11 May 2022 Hiroki Tanabe, Ellen H. Fukuda, Nobuo Yamashita

Convex-composite optimization, which minimizes an objective function represented by the sum of a differentiable function and a convex one, is widely used in machine learning and signal/image processing.

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