Inria, Ecole Normale Supérieure, PSL Research University, Paris, France.; Department of Mathematics, University of Oslo, Oslo, Norway.; Department of Mathematics & Computer Science, University of Basel, Basel, Switzerland.; Department of Computer Science, ETH Zürich, Zürich, Switzerland.
Aurelien Lucchi, Frank Proske, Antonio Orvieto, Francis Bach, Hans Kersting
Stochastic Optimization;Fractional Brownian Motion;Noise injection
On the Theoretical Properties of Noise Correlation in Stochastic Optimization