Pages that link to "Item:Q507334"
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The following pages link to Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334):
Displayed 31 items.
- Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
- A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations (Q1659690) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization (Q2089785) (← links)
- A hybrid stochastic optimization framework for composite nonconvex optimization (Q2118109) (← links)
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Stochastic Methods for Composite and Weakly Convex Optimization Problems (Q4561227) (← links)
- Stochastic Model-Based Minimization of Weakly Convex Functions (Q4620418) (← links)
- Multilevel Stochastic Gradient Methods for Nested Composition Optimization (Q4629336) (← links)
- Accelerating Stochastic Composition Optimization (Q4637024) (← links)
- MultiLevel Composite Stochastic Optimization via Nested Variance Reduction (Q4987278) (← links)
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (Q4995000) (← links)
- (Q4998961) (← links)
- Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation (Q5009779) (← links)
- Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning (Q5071109) (← links)
- Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates (Q5072589) (← links)
- Streaming constrained binary logistic regression with online standardized data (Q5073418) (← links)
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints (Q5114401) (← links)
- Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization (Q5116551) (← links)
- (Q5159435) (← links)
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization (Q5220424) (← links)
- Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems (Q5231692) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
- A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic (Q5883319) (← links)
- Probability maximization via Minkowski functionals: convex representations and tractable resolution (Q6038654) (← links)
- Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems (Q6049347) (← links)
- Stochastic composition optimization of functions without Lipschitz continuous gradient (Q6108982) (← links)
- On the sample complexity of actor-critic method for reinforcement learning with function approximation (Q6134324) (← links)
- A Stochastic Composite Augmented Lagrangian Method for Reinforcement Learning (Q6161305) (← links)