Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization
Author:
Funder
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
https://epubs.siam.org/doi/pdf/10.1137/19M1284865
Reference34 articles.
1. Robust sample average approximation
2. From error bounds to the complexity of first-order descent methods for convex functions
3. Optimization Methods for Large-Scale Machine Learning
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