CSG: A stochastic gradient method for a wide class of optimization problems appearing in a machine learning or data-driven context

A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to expected risk functions, no such limitation exists for CSG....

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Bibliographische Detailangaben

Hauptverfasser:	Pflug, Lukas, Grieshammer, Max, Uihlein, Andrian, Stingl, Michael
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control
Online-Zugang:	Volltext bestellen
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