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Stochastic Optimization for DC Functions and Non-smooth Non-convex Regularizers with Non-asymptotic Convergence.
Yi Xu
Qi Qi
Qihang Lin
Rong Jin
Tianbao Yang
Published in:
ICML (2019)
Keyphrases
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stochastic optimization
asymptotic convergence
multistage
linear combination
convex hull
convex optimization
convex functions
particle swarm algorithm
natural gradient