PAGE: A Simple and Optimal Probabilistic Gradient Estimator for Nonconvex Optimization.
Zhize LiHongyan BaoXiangliang ZhangPeter RichtárikPublished in: CoRR (2020)
Keyphrases
- global optimization
- optimization problems
- optimal design
- joint optimization
- optimal selection
- website
- conditional expectation
- optimization algorithm
- bayesian networks
- approximately optimal
- worst case
- probabilistic model
- generative model
- least squares
- convex optimization
- optimal control
- nonlinear programming
- steepest descent method
- edge detection
- keywords
- optimal solution
- evolutionary algorithm
- optimality criterion
- dynamic programming
- global convergence
- optimization methods
- uncertain data
- maximum likelihood