Estimate Sequences for Variance-Reduced Stochastic Composite Optimization.
Andrei KulunchakovJulien MairalPublished in: CoRR (2019)
Keyphrases
- stochastic programming
- stochastic optimization
- optimization problems
- global optimization
- multistage
- hidden markov models
- optimization algorithm
- stochastic search
- similarity measure
- optimal control problems
- monte carlo
- monte carlo sampling
- tree grammars
- discrete optimization
- optimization process
- standard deviation
- optimization method
- trade off
- artificial neural networks