Accelerating Stochastic Composition Optimization

zbMath1441.62217arXiv1607.07329MaRDI QIDQ4637024

Ji Liu, Mengdi Wang, Ethan X. Fang

Publication date: 17 April 2018

Full work available at URL: https://arxiv.org/abs/1607.07329

zbMATH Keywords

large-scale optimizationstochastic gradientsample complexitycomposition optimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Stochastic approximation (62L20)

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Cites Work

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• Incremental Subgradient Methods for Nondifferentiable Optimization
• Stochastic First-Order Methods with Random Constraint Projection
• Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties
• Robust Stochastic Approximation Approach to Stochastic Programming

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