Stochastic Nested Variance Reduced Gradient Descent for Nonconvex Optimization.
Dongruo ZhouPan XuQuanquan GuPublished in: NeurIPS (2018)
Keyphrases
- optimization problems
- global optimization
- objective function
- stochastic optimization
- cost function
- optimization algorithm
- nonlinear programming
- stochastic programming
- correlation coefficient
- constrained optimization
- monte carlo sampling
- stochastic gradient descent
- stochastic model
- optimization method
- robust optimization
- optimization process
- stochastic search
- optimization methods
- stochastic gradient
- evolutionary algorithm