On the Convergence and Complexity of Proximal Gradient and Accelerated Proximal Gradient Methods under Adaptive Gradient Estimation
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We consider settings where the smooth component is either a finite-sum function or an expectation of a stochastic function, … Read more