Proximal Stochastic Methods for Nonsmooth Nonconvex Finite-Sum OptimizationEI

    Cited by: 111|Bibtex|22|

    NIPS, pp. 1145-1153, 2016.

    Abstract:

    We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where 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 constant minibatch converges to a s...More
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