On Tackling High-Dimensional Nonconvex Stochastic Optimization via Stochastic First-Order Methods with Non-smooth Proximal Terms and Variance Reduction

Yue Xie, Jiawen Bi, Hongcheng Liu

When the nonconvex problem is complicated by stochasticity, the sample complexity of stochastic first-order methods may depend linearly on the problem dimension, which is undesirab…