Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization

DOI10.1016/J.MATCOM.2022.09.012MaRDI QIDQ2095692zbMATH OpenOpenAlexFDO

Authors Takashi Goda, Wataru Kitade

Publication date 17 November 2022

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.01991

zbMATH Keywords

multilevel Monte Carlostochastic gradient descentnested expectationconditional stochastic optimization

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

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Cited in

(4)

• A functional model method for nonconvex nonsmooth conditional stochastic optimization
• Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective
• Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization
• scientific article; zbMATH DE number 7625177 (Why is no real title available?)

Describes a project that uses

Uses Software

• Adam
• AdaGrad

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