Minimization by incremental stochastic surrogate optimization for large scale nonconvex problems

MaRDI QIDQ7028762zbMATH OpenFDO

Authors Belhal Karimi, Hoi-To Wai, Eric Moulines, Ping Li

Publication date 11 February 2025

Full work available at URL https://proceedings.mlr.press/v167/karimi22a.html

zbMATH Keywords

incrementalmajorization-minimizationMCMCnonconvex

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15) Nonconvex programming, global optimization (90C26)

Cites work

• A unified convergence analysis of block successive minimization methods for nonsmooth optimization
• An introduction to variational methods for graphical models
• Asymptotic Statistics
• Convergence of a stochastic approximation version of the EM algorithm
• Deep learning: a Bayesian perspective
• High-dimensional probability. An introduction with applications in data science
• High-dimensional statistics. A non-asymptotic viewpoint
• scientific article; zbMATH DE number 3449561 (Why is no real title available?)
• Incremental majorization-minimization optimization with application to large-scale machine learning
• Logistic regression with missing covariates -- parameter estimation, model selection and prediction within a joint-modeling framework
• Minimizing finite sums with the stochastic average gradient
• MM optimization algorithms
• Pattern recognition and machine learning.
• Stochastic Subsampling for Factorizing Huge Matrices
• The EM Algorithm and Extensions, 2E

Cited in

(1)

• Sequential sample average majorization-minimization

This page was built for publication: Minimization by incremental stochastic surrogate optimization for large scale nonconvex problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7028762)