Hybrid Stochastic-Deterministic Minibatch Proximal Gradient: Less-Than-Single-Pass Optimization with Nearly Optimal Generalization.
Pan ZhouXiaotong YuanPublished in: CoRR (2020)
Keyphrases
- single pass
- optimal design
- stochastic optimization
- joint optimization
- monte carlo sampling
- optimal control
- dynamic programming
- optimal control problems
- optimal selection
- stochastic programming
- optimization algorithm
- approximately optimal
- stochastic methods
- optimal solution
- stream mining
- optimization methods
- monte carlo
- stochastic optimization problems
- annealing algorithm
- stochastic model
- highly parallel
- globally optimal
- constrained optimization
- global optimization
- optimization method
- sliding window
- multi objective
- lower bound