On variance reduction for stochastic smooth convex optimization with multiplicative noise
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Title
On variance reduction for stochastic smooth convex optimization with multiplicative noise
Authors
Keywords
Stochastic approximation, Smooth convex optimization, Composite optimization, Multiplicative noise, Acceleration, Dynamic sampling, Variance reduction, Complexity, 65K05, 62L20, 90C25, 90C15, 68Q25
Journal
MATHEMATICAL PROGRAMMING
Volume -, Issue -, Pages -
Publisher
Springer Nature
Online
2018-06-05
DOI
10.1007/s10107-018-1297-x
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