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Stochastic composite inclusion problems

topic1 events
papersSEP 10 04:00 UTC

Variance-Reduced Forward-Reflected-Backward Splitting for Stochastic Composite Inclusions

A new arXiv paper introduces variance-reduction techniques for the forward-reflected-backward splitting method, targeting stochastic composite inclusion problems that may be nonmonotone. The work contrasts its approach with unbiased estimators such as mini-batching, aiming to lower gradient noise in this optimization setting. It covers both unbiased and biased variants of the proposed methods.

optimization/variance-reduction/arxiv/research