Efficient stochastic gradient hard thresholding

• Main Authors: ZHOU, Pan, YUAN, Xiao-Tong, FENG, Jiashi
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2018
• Subjects: OS and Networks; Theory and Algorithms
• Online Access: https://ink.library.smu.edu.sg/sis_research/9003; https://ink.library.smu.edu.sg/context/sis_research/article/10006/viewcontent/NeurIPS_2018_efficient_stochastic_gradient_hard_thresholding_Paper.pdf
• Institution: Singapore Management University

Stochastic gradient hard thresholding methods have recently been shown to work favorably in solving large-scale empirical risk minimization problems under sparsity or rank constraint. Despite the improved iteration complexity over full gradient methods, the gradient evaluation and hard thresholding...