Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

DOI10.1007/s10107-016-1017-3zbMath1356.90099arXiv1411.3803OpenAlexW1494085563MaRDI QIDQ507334

Mengdi Wang, Ethan X. Fang, Han Liu

Publication date: 3 February 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.3803

zbMATH Keywords

stochastic optimizationconvex optimizationsimulationstatistical learningstochastic gradientsample complexity

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Online algorithms; streaming algorithms (68W27)

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