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Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization.

Gersende FortEric Moulines
Published in: Stat. Comput. (2023)
Keyphrases
  • variance reduction
  • gradient estimation
  • monte carlo
  • policy gradient
  • bias variance decomposition
  • sample size
  • quasi monte carlo
  • importance sampling
  • computational complexity