A Line Search Based Proximal Stochastic Gradient Algorithm with Dynamical Variance Reduction.
Giorgia FranchiniFederica PortaValeria RuggieroIlaria TrombiniPublished in: J. Sci. Comput. (2023)
Keyphrases
- stochastic gradient
- line search
- computational complexity
- learning algorithm
- dynamic programming
- monte carlo
- optimization algorithm
- objective function
- variance reduction
- convergence rate
- worst case
- np hard
- step size
- cost function
- particle swarm optimization
- expectation maximization
- model selection
- semi supervised learning
- simulated annealing
- training process
- high dimensional
- optimal solution