An Optimal Algorithm for Stochastic Three-Composite Optimization.
Renbo ZhaoWilliam B. HaskellVincent Y. F. TanPublished in: AISTATS (2019)
Keyphrases
- dynamic programming
- optimal solution
- learning algorithm
- worst case
- optimization algorithm
- preprocessing
- experimental evaluation
- cost function
- monte carlo
- computational complexity
- similarity measure
- improved algorithm
- stochastic approximation
- times faster
- optimization method
- linear programming
- max min
- detection algorithm
- objective function
- constrained optimization
- globally optimal
- path planning
- segmentation algorithm
- expectation maximization
- high accuracy
- computational cost
- np hard
- significant improvement
- stochastic optimization
- optimal path
- stochastic gradient
- recognition algorithm
- knapsack problem
- closed form
- search space
- feature selection