Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization

DOI10.1007/s11222-023-10230-6zbMath1517.62017arXiv2301.00631OpenAlexW4296472732MaRDI QIDQ6172923

Gersende Fort, Eric Moulines

Publication date: 20 July 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.00631

zbMATH Keywords

stochastic optimizationvariance reductionproximal methodsincremental expectation maximizationnon-asymptotic convergence boundspreconditioned stochastic gradient descentvariable metric forward-backward splitting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Convex programming (90C25)

Related Items (1)

Nonconvex optimization with inertial proximal stochastic variance reduction gradient

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