Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning

Yuen-Man Pun, Farhad Farokhi, Iman Shames

In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization. Assuming that the loss function…