Accelerating Stochastic Composition Optimization.
Mengdi WangJi LiuEthan X. FangPublished in: J. Mach. Learn. Res. (2017)
Keyphrases
- stochastic optimization
- optimization algorithm
- global optimization
- stochastic search
- optimal design
- optimal control problems
- stochastic programming
- constrained optimization
- optimization method
- optimization problems
- optimization methods
- monte carlo sampling
- monte carlo
- linear program
- markov chain
- optimization model
- support vector
- objective function
- learning algorithm
- information retrieval
- stochastic nature
- databases