Beyond Convexity: Stochastic Quasi-Convex Optimization
Elad Hazan111Princeton University; Kfir Y. Levy222Technion; Shai Shalev-Shwartz333The Hebrew University;
Abstract
Stochastic convex optimization is a basic and well studied primitive in machine learning. It is well known that convex and Lipschitz functions can be minimized efficiently using Stochastic Gradient Descent (SGD).
原文 arXiv:1507.02030;中英对照 + 大白话阅读 https://aha.fim.ai/paper/1507.02030v3