Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization.
Guanghui LanYu YangPublished in: SIAM J. Optim. (2019)
Keyphrases
- optimization problems
- stochastic search
- optimization methods
- global optimization
- orders of magnitude
- learning algorithm
- combinatorial optimization
- theoretical analysis
- significant improvement
- computational cost
- evolutionary algorithm
- data structure
- optimization algorithm
- stochastic optimization
- objective function
- optimization method
- neural network
- discrete optimization
- finite number
- optimization criteria
- monte carlo sampling
- convergence rate
- differential evolution
- monte carlo
- machine learning algorithms
- cost function
- reinforcement learning
- bayesian networks
- decision trees