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5. Stochastic Compositional Gradient Descent:Algorithms for Minimizing Compositions of Expected-Value F

Stochastic Compositional Gradient Descent:Algorithms for Minimizing Compositions of Expected-Value F

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：minisnake1

【摘 要】

：

　　We focus on the minimization of a composition of two expectedvalue functions.In order to solve this stochastic composition problem,we propose a class of sto

【作 者】

：

WangMengdi; 

【机 构】

：

Princeton Univ.

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　We focus on the minimization of a composition of two expectedvalue functions.In order to solve this stochastic composition problem,we propose a class of stochastic compositional gradient descent(SCGD)algorithms that can be viewed as stochastic versions of quasi-gradient method.

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