BriefGPT.xyz
Sep, 2022
无约束平滑极小化的小批量随机三点方法
Minibatch Stochastic Three Points Method for Unconstrained Smooth Minimization
HTML
PDF
Soumia Boucherouite, Grigory Malinovsky, Peter Richtárik, EL Houcine Bergou
TL;DR
本文提出了一种名为MiSTP的零阶优化方法，用于解决仅能得到目标函数近似值的无约束极小化问题，并在非凸和凸情况下分析了方法的复杂度，并在多个机器学习任务上评估了其性能。
Abstract
In this paper, we propose a new zero order
optimization
method called minibatch stochastic three points (MiSTP) method to solve an
unconstrained minimization problem
in a setting where only an approximation of th
→