Stochastic nested variance reduction for nonconvex optimization
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Publication:4969167
Authors: Dongruo Zhou, Pan Xu, Quanquan Gu 
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1806.07811
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Numerical optimization and variational techniques (65K10) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Nonconvex programming, global optimization (90C26)
Cites Work
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- Most tensor problems are NP-hard
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- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- A proximal stochastic gradient method with progressive variance reduction
- Stochastic dual coordinate ascent methods for regularized loss minimization
- A simplified neuron model as a principal component analyzer
- Cubic regularization of Newton method and its global performance
- Affine conjugate adaptive Newton methods for nonlinear elastomechanics
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- First-order methods almost always avoid strict saddle points
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Cited In (20)
- Accelerated doubly stochastic gradient descent for tensor CP decomposition
- Stochastic Gauss-Newton algorithm with STORM estimators for nonconvex composite optimization
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- Variance reduction on general adaptive stochastic mirror descent
- Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
- Accelerated stochastic variance reduction for a class of convex optimization problems
- Convergence rates for the stochastic gradient descent method for non-convex objective functions
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
- Lower bounds for non-convex stochastic optimization
- Fast decentralized nonconvex finite-sum optimization with recursive variance reduction
- Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization
- Variance-reduced reshuffling gradient descent for nonconvex optimization: centralized and distributed algorithms
- Title not available (Why is that?)
- Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
- Nonconvex stochastic optimization for model reduction
- Stochastic variance-reduced cubic regularization methods
- A linearly convergent stochastic recursive gradient method for convex optimization
- Stochastic Nested Variance Reduction for Nonconvex Optimization
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