Optimal Momentum Methods for Stochastic Multilevel Compositional Optimization

Excerpt

arXiv:2610.01572v1 Announce Type: cross Abstract: This paper investigates stochastic multi-level optimization where the objective is a nested composition of several smooth non-convex functions. We assume that only stochastic estimates of the gradient and function values for each level are accessible. Consequently, obtaining an accurate estimate of the overall gradient is challenging due to the nested structure. To address this, we employ a momentum-based estimator with mini-batches to track the