Linearly Convergent Algorithm with Variance Reduction for Distributed Stochastic Optimization.

Jinlong Lei Peng Yi Jie Chen Yiguang Hong

Published in: CoRR (2020)

Keyphrases

stochastic optimization
learning algorithm
objective function
dynamic programming
variance reduction
noisy data
linear programming
gradient estimation
monte carlo
expectation maximization
worst case
np hard
search space
computational complexity
test set
kalman filter
probabilistic model
bayesian framework