Guaranteed Sufficient Decrease for Stochastic Variance Reduced Gradient Optimization.
Fanhua ShangYuanyuan LiuKaiwen ZhouJames ChengKelvin Kai Wing NgYuichi YoshidaPublished in: CoRR (2018)
Keyphrases
- stochastic optimization
- stochastic programming
- edge detection
- optimal control problems
- optimization algorithm
- optimization problems
- optimization process
- mathematical programming
- optimization methods
- parametric optimization
- gradient direction
- optimization strategies
- evolution strategy
- trade off
- covariance matrix
- monte carlo
- multistage
- model selection
- particle swarm optimization
- hidden markov models