Fast Stochastic Methods for Nonsmooth Nonconvex OptimizationEI

    Cited by: 40|Bibtex|17|

    arXiv: Optimization and Control, Volume abs/1605.069002016,

    Abstract:

    We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem is very limited. For example, it is not known whether the proximal stochastic gradient method with co...More
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