Simple and optimal stochastic gradient methods for nonsmooth nonconvex optimization
We propose and analyze several stochastic gradient algorithms for finding stationary points or local minimum in nonconvex, possibly with nonsmooth regularizer, finite-sum and online optimization problems. First, we propose a simple proximal stochastic gradient algorithm based on variance reduction c...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2022
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/8692 https://ink.library.smu.edu.sg/context/sis_research/article/9695/viewcontent/JMLR22_nonsmooth__1_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |