Reviews: Stochastic Three-Composite Convex Minimization

Neural Information Processing Systems 

In this paper the authors proposed a stochastic optimization algorithm, STCM, for a three composite convex minimization problems. This problem can be write the sum of two proper, lower semicontinuous convex functions and a smooth function with restricted strong convexity. This work is based on the deterministic three operator splitting method proposed by Davis and Yin. The almost surely convergence and a convergence rate are established. Major comments: (1) The main result is quite clear, but lacks the support in details for important aspects. For example, it would be better to show some intuition of the proposed algorithm.