scientific article; zbMATH DE number 7255141
Authors: Nhan H. Pham, Lam M. Nguyen, Dzung T. Phan, Quoc Tran Dinh
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1902.05679
Title of this publication is not available (Why is that?)
Recommendations
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
- Inexact proximal stochastic gradient method for convex composite optimization
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
- Stochastic proximal splitting algorithm for composite minimization
- A hybrid stochastic optimization framework for composite nonconvex optimization
- A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization
- Inexact proximal stochastic second-order methods for nonconvex composite optimization
- Stochastic proximal methods for non-smooth non-convex constrained sparse optimization
- Stochastic proximal linear method for structured non-convex problems
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
variance reductionfinite-sum minimizationcomposite nonconvex optimizationexpectation minimizationstochastic proximal gradient descent
Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Nonconvex programming, global optimization (90C26)
Cites Work
- Introductory lectures on convex optimization. A basic course.
- A Stochastic Approximation Method
- Deep learning
- Robust Stochastic Approximation Approach to Stochastic Programming
- Title not available (Why is that?)
- Lectures on Stochastic Programming
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- 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
- Convex analysis and monotone operator theory in Hilbert spaces
- Title not available (Why is that?)
- Cubic regularization of Newton method and its global performance
- Large-scale machine learning with stochastic gradient descent
- Minimizing finite sums with the stochastic average gradient
- Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications
- Optimization methods for large-scale machine learning
- Katyusha: the first direct acceleration of stochastic gradient methods
Cited In (36)
- Accelerated doubly stochastic gradient descent for tensor CP decomposition
- Adaptivity of stochastic gradient methods for nonconvex optimization
- Stochastic Gauss-Newton algorithm with STORM estimators for nonconvex composite optimization
- A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- Accelerating mini-batch SARAH by step size rules
- Variance reduction on general adaptive stochastic mirror descent
- A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems
- Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
- On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error
- Accelerated stochastic variance reduction for a class of convex optimization problems
- A line search based proximal stochastic gradient algorithm with dynamical variance reduction
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
- Finite-sum smooth optimization with SARAH
- Accelerating variance-reduced stochastic gradient methods
- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Block mirror stochastic gradient method for stochastic optimization
- An interior stochastic gradient method for a class of non-Lipschitz optimization problems
- Proximal stochastic recursive momentum algorithm for nonsmooth nonconvex optimization problems
- Stochastic variance-reduced majorization-minimization algorithms
- Inexact proximal stochastic gradient method for convex composite optimization
- ProxSARAH
- Nonconvex optimization with inertial proximal stochastic variance reduction gradient
- A hybrid stochastic optimization framework for composite nonconvex optimization
- Fast decentralized nonconvex finite-sum optimization with recursive variance reduction
- Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization
- Title not available (Why is that?)
- A proximal stochastic quasi-Newton algorithm with dynamical sampling and stochastic line search
- SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization
- Title not available (Why is that?)
- Inexact SARAH algorithm for stochastic optimization
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
- Multilevel composite stochastic optimization via nested variance reduction
- Stochastic gradient methods with preconditioned updates
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
- A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization
Uses Software
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969178)