Adaptive Variance Reduction for Stochastic Optimization under Weaker Assumptions.

Wei Jiang Sifan Yang Yibo Wang Lijun Zhang

Published in: CoRR (2024)

Keyphrases

stochastic optimization
variance reduction
multistage
sample size
monte carlo
gradient estimation
bias variance decomposition
training data
lower bound
special case
noisy data
confidence intervals
naive bayes classifier