Optimal Momentum Methods for Stochastic Multilevel Compositional Optimization
A momentum-based estimator with mini-batches is employed to track the function values of each level, which are subsequently used to construct momentum gradient estimators, and a batch-free method that incorporates a first-order approximation and a clipping technique for function value estimation is developed.
Wei Jiang, Rui Yan, Si-Fan Yang et al.
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