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Non-Smooth Weakly-Convex Finite-sum Coupled Compositional Optimization
March 5, 2024, 2:45 p.m. | Quanqi Hu, Dixian Zhu, Tianbao Yang
cs.LG updates on arXiv.org arxiv.org
Abstract: This paper investigates new families of compositional optimization problems, called $\underline{\bf n}$on-$\underline{\bf s}$mooth $\underline{\bf w}$eakly-$\underline{\bf c}$onvex $\underline{\bf f}$inite-sum $\underline{\bf c}$oupled $\underline{\bf c}$ompositional $\underline{\bf o}$ptimization (NSWC FCCO). There has been a growing interest in FCCO due to its wide-ranging applications in machine learning and AI, as well as its ability to address the shortcomings of stochastic algorithms based on empirical risk minimization. However, current research on FCCO presumes that both the inner and outer functions are …
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