Stochastic optimization algorithm with variance reduction for solving non-smooth problems

DOI10.13328/J.CNKI.JOS.004890MaRDI QIDQ2993220zbMATH OpenFDO

Authors Xiaohui Zhu, Q. Tao, Yanjian Shao, Dejun Chu

Publication date 10 August 2016

Full work available at URL https://doi.org/10.13328/J.CNKI.JOS.004890

zbMATH Keywords

machine learningnon-smooth problemstochastic algorithmvariance

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(4)

• On variance reduction for stochastic smooth convex optimization with multiplicative noise
• Reduced gradient method for stochastic optimization problem with nonlinear constraints
• Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
• Stochastic three-term conjugate gradient method with variance technique for non-convex learning

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