Optimization and Decision Intelligence (ODI) Group, Department of Computer Science, ETH Zürich; Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign
Yifan Hu, Xin Chen, Niao He
stochastic optimization;multilevel Monte Carlo;bias variance and cost tradeoff;biased first-order methods
On the Bias-Variance-Cost Tradeoff of Stochastic Optimization