Hybrid stochastic-deterministic minibatch proximal gradient: Less-than-single-pass optimization with nearly optimal generalization

Stochastic variance-reduced gradient (SVRG) algorithms have been shown to work favorably in solving large-scale learning problems. Despite the remarkable success, the stochastic gradient complexity of SVRG-type algorithms usually scales linearly with data size and thus could still be expensive for h...

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Bibliographic Details
Main Authors: ZHOU, Pan, YUAN, Xiaotong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
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Online Access:https://ink.library.smu.edu.sg/sis_research/9030
https://ink.library.smu.edu.sg/context/sis_research/article/10033/viewcontent/2020_ICML_HSDN.pdf
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Institution: Singapore Management University
Language: English

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