Large-scale nonconvex stochastic optimization by Doubly Stochastic Successive Convex approximation.
Aryan MokhtariAlec KoppelGesualdo ScutariAlejandro RibeiroPublished in: ICASSP (2017)
Keyphrases
- stochastic optimization
- doubly stochastic
- weight matrix
- poisson process
- convex functions
- multistage
- convex optimization
- wavelet coefficients
- objective function
- sufficient conditions
- optimization problems
- special case
- approximation algorithms
- robust optimization
- learning algorithm
- multiresolution
- feature space
- optimal solution
- multiscale