Search Results for author: Jindong Tong

Found 1 papers, 0 papers with code

Metric Entropy-Free Sample Complexity Bounds for Sample Average Approximation in Convex Stochastic Programming

no code implementations1 Jan 2024 Hongcheng Liu, Jindong Tong

From the newly established complexity bounds, an important revelation is that the SAA and the canonical stochastic mirror descent (SMD) method, two mainstream solution approaches to SP, entail almost identical rates of sample efficiency, rectifying a long-standing theoretical discrepancy of the SAA from the SMD by the order of $O(d)$.

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