SMART: The Stochastic Monotone Aggregated Root-Finding Algorithm
Video: https://vimeo.com/156600995 We introduce the Stochastic Monotone Aggregated Root-Finding (SMART) algorithm, a new randomized operator-splitting scheme for finding roots of finite sums of operators. These algorithms are similar to the growing class of incremental aggregated gradient algorithms, which minimize finite sums of functions; the difference is that we replace gradients …