Asymptotic Optimality in Stochastic Optimization

16 Dec 2016 John Duchi Feng Ruan

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of H\'{a}jek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees... (read more)

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