Optimal Momentum Methods for Stochastic Multilevel Compositional Optimization
This paper investigates stochastic multi-level optimization where the objective is a nested composition of several smooth non-convex functions. We assume that only stochastic estimates of the gradient and function values for each level are accessible. Consequently, obtaining an accurate estimate of the overall gradient...
Wei Jiang, Rui Yan, Si-Fan Yang et al.
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