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Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning.
Probabilistic computations: Toward a unified measure of complexity
A. C. Yao · 1977
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Thomas M Cover · 1999
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Fabio Anselmi, Joel Z Leibo, Lorenzo Rosasco, Jim Mutch, Andrea Tacchetti, and Tomaso Poggio · 2016
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(bandit) convex optimization with biased noisy gradient oracles
Xiaowei Hu, LA Prashanth, András György, and Csaba Szepesvári · 2016
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Mengdi Wang, Ethan X Fang, and Han Liu · 2017
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Spiderboost and momentum: Faster variance reduction algorithms
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Multilevel stochastic gradient methods for nested composition optimization
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Multi-level composite stochastic optimization via nested variance reduction
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Analysis of SGD with biased gradient estimators
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