Non-asymptotic Analysis of Stochastic Methods for
   Non-Smooth Non-Convex Regularized Problems

                Yi Xu1 , Rong Jin2 , Tianbao Yang1
   1. Department of Computer Science, The University of Iowa, Iowa City, IA 52246, USA
     2. Machine Intelligence Technology, Alibaba Group, Bellevue, WA 98004, USA
   {yi-xu, tianbao-yang}@uiowa.edu, jinrong.jr@alibaba-inc.com

                       Abstract
     Stochastic Proximal Gradient (SPG) methods have been widely used for solv-
     ing  ...