Asymptotic optimality in stochastic optimization

DOI10.1214/19-AOS1831zbMath1461.62146arXiv1612.05612OpenAlexW3128015591MaRDI QIDQ2656586

Feng Ruan, John C. Duchi

Publication date: 11 March 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05612

zbMATH Keywords

convex analysisstochastic gradientslocal asymptotic minimax theorymanifold identification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Analysis of algorithms and problem complexity (68Q25) Minimax procedures in statistical decision theory (62C20) Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (6)

Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization ⋮ Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization ⋮ Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search ⋮ Unifying mirror descent and dual averaging ⋮ The right complexity measure in locally private estimation: it is not the Fisher information ⋮ Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity

Uses Software

• ElemStatLearn
• AdaGrad
• Saga

Cites Work

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