Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity
We introduce two algorithms for nonconvex regularized finite sum minimization, where typical Lipschitz differentiability assumptions are relaxed to the notion of relative smoothness. The first one is a Bregman extension of Finito/MISO [A. Defazio and J. Domke, Proc. Mach. Learn. Res. (PMLR), 32 (2014), pp. 1125--1133; J. Mairal, SIAM J. …