Comments (2)
Hi! "Compositional" in "compositional optimizer" refers to the nested form of the objective function.
Consider the following optimisation problem: max_x E[f(E[g(x)])] where E denotes expected value.
A "simple" optimiser (e.g. Adam, Adagrad...) would deal with that problem by considering f(E[g(x)]) := h(x) and solve: max_x E[h(x)], while a "compositional" optimiser (e.g. CAdam) will exploit the nested form explicitly (working with f and g) to perform the optimisation.
Compositional optimiser --> exploits compositional form of the objective function.
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@AntGro wonderful! Thanks so much for clarifying this for me
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