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:tianjuyy
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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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