VRSC-PG

This is the code for paper "Accelerated Method for Stochastic Composition Optimization with Nonsmooth Regularization" AAAI 2018

How to use

run run_cov2 in the matlab.

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
README.md		README.md
compute_obj.m		compute_obj.m
data_cov_2.mat		data_cov_2.mat
opt_VRSCPG.m		opt_VRSCPG.m
run_cov2.m		run_cov2.m