Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsize.

Tong Zhang Chris Junchi Li

Published in: CoRR (2024)

Keyphrases

stochastic optimization
step size
stochastic gradient descent
multistage
convergence rate
search direction
temporal difference
convergence speed
least squares
estimation error
mutation operator
state space
cost function
faster convergence
computational complexity
quasi newton
machine learning