Proposes an incremental variance-reduced stochastic gradient method for minimizing smooth nonconvex composite functions that achieves optimal first-order complexity rates.
For deterministic optimization with σ0 = 0, this recovers the O( ǫ− 1) complexity
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A Stochastic Composite Gradient Method with Incremental Variance Reduction
Proposes an incremental variance-reduced stochastic gradient method for minimizing smooth nonconvex composite functions that achieves optimal first-order complexity rates.