Stochastic Recursive Variance Reduction for Efficient Smooth Non-Convex Compositional Optimizationstat.ML
New algorithm reduces complexity for optimizing complex machine learning tasks.
problem Optimizing complex machine learning objectives like reinforcement learning and portfolio management.
method Developed SARAH-Compositional algorithm using Stochastic Recursive Gradient Descent.
result Achieved optimal IFO complexity bounds for stochastic compositional optimization.