Stochastic Variance Reduction for Nonconvex Optimization.

Sashank J. Reddi Ahmed Hefny Suvrit Sra Barnabás Póczos Alexander J. Smola

Published in: ICML (2016)

Keyphrases

variance reduction
monte carlo
optimization problems
gradient estimation
sample size
random numbers
objective function
nonlinear programming
importance sampling
bias variance decomposition