Improved Optimization of Finite Sums with Minibatch Stochastic Variance Reduced Proximal Iterations.
Jialei WangTong ZhangPublished in: CoRR (2017)
Keyphrases
- stochastic optimization
- stochastic programming
- optimization problems
- discrete random variables
- optimization algorithm
- optimization model
- optimization methods
- optimal solution
- stochastic search
- standard deviation
- optimization method
- improved algorithm
- prediction error
- optimization process
- global optimization
- combinatorial optimization
- discrete optimization
- trade off
- optimal control problems
- data sets