Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization
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DOI: 10.1109/tsp.2021.3092377
Abstract: Stochastic compositional optimization generalizes classic (non-compositional) stochastic optimization to the minimization of compositions of functions. Each composition may introduce an additional expectation. The series of expectations may be nested. Stochastic compositional optimization is gaining popularity… read more here.
Keywords: optimization; compositional optimization; solving stochastic; stochastic optimization ... See more keywords