MURANA: A Generic Framework for Stochastic Variance-Reduced Optimization.
Laurent CondatPeter RichtárikPublished in: CoRR (2021)
Keyphrases
- stochastic optimization
- optimization algorithm
- stochastic programming
- global optimization
- genetic algorithm
- artificial intelligence
- monte carlo sampling
- variance reduction
- optimization problems
- stochastic search
- monte carlo
- discrete optimization
- optimization methods
- optimal control problems
- information retrieval
- joint optimization
- robust optimization
- optimization procedure
- standard deviation
- multistage
- evolutionary algorithm
- trade off
- artificial neural networks
- objective function