Nonconvex Variance Reduced Optimization with Arbitrary Sampling.
Samuel HorváthPeter RichtárikPublished in: ICML (2019)
Keyphrases
- optimization problems
- global optimization
- optimization algorithm
- nonlinear programming
- objective function
- evolutionary algorithm
- covariance matrix
- decision trees
- discrete optimization
- optimization process
- convex optimization
- random sampling
- monte carlo
- adaptive sampling
- data sets
- particle swarm optimization
- active learning
- neural network