A smoothing stochastic gradient method for composite optimization
نویسندگان
چکیده
منابع مشابه
A Smoothing Stochastic Gradient Method for Composite Optimization
We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting applications in machine learning. We propose a stochastic gradient descent algorithm for this class of optimization problem. When the non-smooth component h...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2014
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2014.891592