A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
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Publication:5220424
DOI10.1137/18M1230542zbMath1441.90106arXiv1812.01094OpenAlexW3011766119MaRDI QIDQ5220424
Ruszczyński, Andrzej, Mengdi Wang, Saeed Ghadimi
Publication date: 23 March 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.01094
stochastic approximationmachine learningstochastic variational inequalitystochastic gradientcompositional optimization
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