Stochastic Recursive Gradient Algorithm for Nonconvex Optimization.
Lam M. NguyenJie LiuKatya ScheinbergMartin TakácPublished in: CoRR (2017)
Keyphrases
- optimization algorithm
- learning algorithm
- objective function
- k means
- cost function
- recursive algorithm
- recognition algorithm
- computational complexity
- significant improvement
- matching algorithm
- detection algorithm
- preprocessing
- np hard
- dynamic programming
- computational cost
- stochastic approximation
- expectation maximization
- optimization process
- combinatorial optimization
- probabilistic model
- monte carlo
- gradient method
- neural network
- similarity measure
- stochastic gradient
- quadratic optimization problems
- globally convergent
- gradient information
- primal dual
- ant colony optimization
- optimization problems
- simulated annealing
- worst case
- search space
- optimal solution