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MultiLevel Composite Stochastic Optimization via Nested Variance Reduction.

Junyu ZhangLin Xiao
Published in: SIAM J. Optim. (2021)
Keyphrases
  • stochastic optimization
  • variance reduction
  • sample size
  • multistage
  • gradient estimation
  • monte carlo
  • bias variance decomposition
  • importance sampling
  • naive bayes classifier
  • confidence intervals