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MultiLevel Composite Stochastic Optimization via Nested Variance Reduction - MaRDI portal

MultiLevel Composite Stochastic Optimization via Nested Variance Reduction (Q4987278)

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scientific article; zbMATH DE number 7341862
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MultiLevel Composite Stochastic Optimization via Nested Variance Reduction
scientific article; zbMATH DE number 7341862

    Statements

    title
    MultiLevel Composite Stochastic Optimization via Nested Variance Reduction (English)
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    author
    Junyu Zhang
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    Lin Xiao
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    publication date
    3 May 2021
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    zbMATH Keywords
    composite stochastic optimization
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    proximal gradient method
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    variance reduction
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    describes a project that uses
    SpiderBoost
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    Saga
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    ProxSARAH
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    Identifiers

    DOI
    10.1137/19M1285457
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    Mathematics Subject Classification ID
    68Q25
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    68W20
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    90C15
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    90C26
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    90C30
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    zbMATH DE Number
    7341862
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