Estimate Sequences for Variance-Reduced Stochastic Composite Optimization.
Andrei KulunchakovJulien MairalPublished in: ICML (2019)
Keyphrases
- stochastic optimization
- optimization algorithm
- optimal control problems
- global optimization
- stochastic search
- stochastic programming
- optimization process
- data sets
- multi objective
- optimization problems
- optimization method
- constrained optimization
- optimization model
- unbiased estimator
- long sequences
- stochastic processes
- accurate estimation
- variable length
- estimation algorithm
- optimization methods
- standard deviation
- linear program
- data structure