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finite-sum optimization

topic1 events
papersTODAY 04:00 UTC

Paper Proposes Multi-block Single-probe Estimator for Coupled Compositional Optimization

A new arXiv preprint introduces a variance reduction technique for finite-sum coupled compositional optimization, a setting where existing single-function estimators such as SPIDER, SARAH and STORM do not directly apply. The authors propose a multi-block, single-probe estimator intended to improve convergence rates in this coupled setting. The work is a theoretical optimization contribution.

optimization/arxiv/variance-reduction/machine-learning