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Estimate Sequences for Stochastic Composite Optimization: Variance Reduction, Acceleration, and Robustness to Noise.
Andrei Kulunchakov
Julien Mairal
Published in:
J. Mach. Learn. Res. (2020)
Keyphrases
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variance reduction
gradient estimation
monte carlo
confidence intervals
random numbers
sample size
noise level
importance sampling
hidden markov models
noisy data
bias variance decomposition
classification accuracy
markov chain
quasi monte carlo