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Stochastic Variable Metric Proximal Gradient with variance reduction for non-convex composite optimization.

Gersende FortEric Moulines
Published in: CoRR (2023)
Keyphrases
  • variance reduction
  • gradient estimation
  • monte carlo
  • sample size
  • policy gradient
  • importance sampling
  • bias variance decomposition
  • quasi monte carlo
  • markov chain
  • convex hull
  • confidence intervals