Biased Stochastic Gradient Descent for Conditional Stochastic Optimization.
Yifan HuSiqi ZhangXin ChenNiao HePublished in: CoRR (2020)
Keyphrases
- stochastic optimization
- stochastic gradient descent
- least squares
- loss function
- step size
- matrix factorization
- multistage
- random forests
- regularization parameter
- support vector machine
- importance sampling
- online algorithms
- dynamic programming
- convergence rate
- cost function
- multiple kernel learning
- robust optimization
- optimal solution
- machine learning
- reinforcement learning