Stochastic Coordinate Minimization with Progressive Precision for Stochastic Convex Optimization

ICML 2020 Sudeep SalgiaQing ZhaoSattar Vakili

A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of the proposed optimization algorithm is an optimal control of the minimization precision in each iteration... (read more)

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