Multilevel composite stochastic optimization via nested variance reduction
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Cites work
- scientific article; zbMATH DE number 7255141 (Why is no real title available?)
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
- A proximal stochastic gradient method with progressive variance reduction
- Accelerating Stochastic Composition Optimization
- Convex Analysis
- Erratum to ``Risk-averse dynamic programming for Markov decision processes
- Error bounds, quadratic growth, and linear convergence of proximal methods
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- First-order methods in optimization
- Gradient methods for minimizing composite functions
- Lectures on convex optimization
- Multilevel stochastic gradient methods for nested composition optimization
- Optimal distributed online prediction using mini-batches
- Policy evaluation with temporal differences: a survey and comparison
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- Reinforcement learning. An introduction
- SpiderBoost
- Statistical estimation of composite risk functionals and risk optimization problems
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
Cited in
(12)- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
- Stochastic multilevel composition optimization algorithms with level-independent convergence rates
- A multilevel proximal gradient algorithm for a class of composite optimization problems
- Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems
- Distributed stochastic compositional optimization problems over directed networks
- On the Divergence of Decentralized Nonconvex Optimization
- Multilevel stochastic gradient methods for nested composition optimization
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
- Stochastic nested primal-dual method for nonconvex constrained composition optimization
- Multi-Level Composite Stochastic Optimization via Nested Variance Reduction
- Stochastic composition optimization of functions without Lipschitz continuous gradient
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
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