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Feb, 2022
有限和耦合组成随机优化: 理论与应用
Finite-Sum Compositional Stochastic Optimization: Theory and Applications
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Bokun Wang, Tianbao Yang
TL;DR
该论文研究了一种用于解决机器学习中优化非凸或凸组合测度/目标的随机算法,并提供了适用于非凸和凸目标的收敛分析。其中用到的算法是基于移动平均估计器的,且还提供了可以提高实现精度的新方法。
Abstract
This paper studies
stochastic optimization
for a sum of compositional functions, where the inner-level function of each summand is coupled with the corresponding summation index. We refer to this family of problems as finite-sum
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