Simple and optimal stochastic gradient methods for nonsmooth nonconvex optimization

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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書目詳細資料
Main Authors:	LI, Zhize, LI, Jian
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2022
主題:	nonconvex optimization optimal algorithm proximal gradient descent variance reduction local minimum Databases and Information Systems
在線閱讀:	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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