Asynchronous Stochastic Composition Optimization with Variance Reduction

15 Nov 2018Shuheng ShenLinli XuJingchang LiuJunliang GuoQing Ling

Composition optimization has drawn a lot of attention in a wide variety of machine learning domains from risk management to reinforcement learning. Existing methods solving the composition optimization problem often work in a sequential and single-machine manner, which limits their applications in large-scale problems... (read more)

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