Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
Raghu Bollapragada, Stefan M. Wild
Topics & Concepts
Stochastic optimizationReinforcement learningMathematical optimizationTheory of computationConvergence (economics)Computer scienceMathematicsStochastic approximationStochastic programmingOptimization problemApplied mathematicsAlgorithmKey (lock)Artificial intelligenceComputer securityEconomic growthEconomicsStochastic Gradient Optimization TechniquesAdvanced Bandit Algorithms ResearchSparse and Compressive Sensing Techniques