70 citations · 880 across the 62 of their papers we have counts for
Showing 2016 · math.OCShow all
2 papers · 2 filters
math.OC2016★ 49 cited
Finite-sum Composition Optimization via Variance Reduced Gradient Descent
Xiangru Lian, Mengdi Wang, Ji Liu
The stochastic composition optimization proposed recently by Wang et al. [2014] minimizes the objective with the compositional expectation form: $\min_x~(\mathbb{E}_iF_i \circ \mat…
math.OC2016★ 24 cited
Accelerating Stochastic Composition Optimization
Mengdi Wang, Ji Liu, Ethan X. Fang
Consider the stochastic composition optimization problem where the objective is a composition of two expected-value functions. We propose a new stochastic first-order method, namel…