Efficient Smooth Non-Convex Stochastic Compositional Optimization via Stochastic Recursive Gradient Descent.
Huizhuo YuanXiangru LianChris Junchi LiJi LiuWenqing HuPublished in: NeurIPS (2019)
Keyphrases
- stochastic optimization
- stochastic programming
- stochastic search
- optimization problems
- optimization method
- stochastic processes
- monte carlo
- multistage
- cost function
- loss function
- neural network
- convex hull
- convex optimization
- globally optimal
- stochastic model
- optimization algorithm
- reinforcement learning
- genetic algorithm