Accelerated Stochastic Mirror Descent: From Continuous-time Dynamics to Discrete-time Algorithms.
Pan XuTianhao WangQuanquan GuPublished in: AISTATS (2018)
Keyphrases
- markov processes
- markov chain
- learning algorithm
- dynamical systems
- orders of magnitude
- computational complexity
- computational cost
- theoretical analysis
- stochastic search
- recently developed
- times faster
- optimization problems
- worst case
- significant improvement
- data mining
- monte carlo
- computationally efficient
- computational efficiency
- combinatorial optimization
- genetic algorithm