C. He

A stochastic first-order method with multi-extrapolated momentum for highly smooth unconstrained optimization

2024 · arXiv (Cornell University)

In this paper, we consider an unconstrained stochastic optimization problem where the objective function exhibits high-order smoothness. Specifically, we propose a new stochastic first-order method (SFOM) with multi-extrapolated momentum, in which multiple extrapolations are performed …