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Multi-index antithetic stochastic gradient algorithm.

Mateusz B. MajkaMarc Sabate VidalesLukasz Szpruch
Published in: Stat. Comput. (2023)
Keyphrases
  • stochastic gradient
  • learning algorithm
  • cost function
  • np hard
  • similarity measure
  • worst case
  • optimization algorithm
  • convergence rate
  • stochastic gradient descent
  • monte carlo