Momentum-Based Variance-Reduced Proximal Stochastic Gradient Method for Composite Nonconvex Stochastic Optimization
Yangyang Xu, Yibo Xu
Topics & Concepts
SmoothnessMathematicsMathematical optimizationVariance reductionStochastic gradient descentStochastic optimizationTheory of computationMomentum (technical analysis)Convergence (economics)Rate of convergenceArtificial neural networkComputer scienceApplied mathematicsAlgorithmArtificial intelligenceStatisticsMonte Carlo methodMathematical analysisKey (lock)EconomicsComputer securityEconomic growthFinanceStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesMachine Learning and ELM