Momentum-Based Variance-Reduced Proximal Stochastic Gradient Method for Composite Nonconvex Stochastic Optimization

Author:

Xu YangyangORCID,Xu Yibo

Funder

National Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference41 articles.

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3. Arjevani, Y., Carmon, Y., Duchi, J.C., Foster, D.J., Srebro, N., Woodworth, B.: Lower bounds for non-convex stochastic optimization. arXiv:1912.02365 (2019)

4. Chang, C.-C., Lin, C.-J.: LIBSVM: a library for support vector machines. ACM Trans. Intell. Syst. Technol. (TIST) 2(3), 1–27 (2011)

5. Chen, X., Liu, S., Sun, R., Hong, M.: On the convergence of a class of adam-type algorithms for non-convex optimization. In: International Conference on Learning Representations (2018)

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