Stochastic Variance Reduction for Nonconvex Optimization.

Sashank J. Reddi Ahmed Hefny Suvrit Sra Barnabás Póczos Alexander J. Smola

Published in: CoRR (2016)

Keyphrases

variance reduction
monte carlo
optimization problems
sample size
gradient estimation
nonlinear programming
bias variance decomposition
objective function
importance sampling
random numbers
confidence intervals
machine learning
evolutionary algorithm
support vector machine
particle filter
naive bayes classifier