Asymptotic optimality in stochastic optimization (Q2656586)
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scientific article
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Asymptotic optimality in stochastic optimization (English)
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11 March 2021
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The authors develop asymptotic theory for stochastic optimization problems. They show a local asymptotic minimax lower bound and make precise connections between tilt stability in optimization and the (statistical) difficulty of solving risk minimization problems. Finally, the authors indicate the best algorithms for solving the given optimization task. A few original theorems are proved. All proofs are correct.
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local asymptotic minimax theory
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convex analysis
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stochastic gradients
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manifold identification
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0.7520790100097656
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0.7479720115661621
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0.738416850566864
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0.7346024513244629
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