Nested-SPIDER achieves O(ε^-3) expectation and O(N+√N ε^-2) finite-sum sample complexity for multi-level composite stochastic optimization, polynomial in the number of levels.
Variance reduction for faster non-convex optimization
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Multi-Level Composite Stochastic Optimization via Nested Variance Reduction
Nested-SPIDER achieves O(ε^-3) expectation and O(N+√N ε^-2) finite-sum sample complexity for multi-level composite stochastic optimization, polynomial in the number of levels.