Shulan Zhu

A Tight Convergence Analysis of Inexact Stochastic Proximal Point Algorithm for Stochastic Composite Optimization Problems

The \textbf{i}nexact \textbf{s}tochastic \textbf{p}roximal \textbf{p}oint \textbf{a}lgorithm (isPPA) is popular for solving stochastic composite optimization problems with many applications in machine learning. While the convergence theory of the (inexact) PPA has been well established, the known co…