A variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize.
Tengteng YuXinwei LiuYu-Hong DaiJie SunPublished in: CoRR (2020)
Keyphrases
- learning algorithm
- step size
- cost function
- dynamic programming
- faster convergence
- computational complexity
- convergence rate
- distance metric
- steepest descent method
- recursive algorithm
- monte carlo
- particle swarm optimization
- search space
- optimal solution
- objective function
- optimization algorithm
- evaluation function
- estimation error
- search direction
- genetic algorithm