A universally optimal multistage accelerated stochastic gradient method
© 2019 Neural information processing systems foundation. All rights reserved. We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achie...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2021
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| Online Access: | https://hdl.handle.net/1721.1/137365 |