Inexact SARAH Algorithm for Stochastic Optimization.

Lam M. Nguyen Katya Scheinberg Martin Takác

Published in: CoRR (2018)

Keyphrases

stochastic optimization
cost function
worst case
detection algorithm
expectation maximization

dynamic programming
learning algorithm
objective function
high dimensional
k means

np hard
computational complexity
knapsack problem
lower bound
simulated annealing

linear programming
input data
maximum likelihood
convergence rate
artificial intelligence