A unified variance-reduced accelerated gradient method for convex optimization

A unified variance-reduced accelerated gradient method for convex optimization

We propose a novel randomized incremental gradient algorithm, namely, VAriance-Reduced Accelerated Gradient (Varag), for finite-sum optimization. Equipped with a unified step-size policy that adjusts itself to the value of the conditional number, Varag exhibits the unified optimal rates of convergen...

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Bibliographic Details
Main Authors: LAN, Guanghui, LI, Zhize, ZHOU, Yi
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2019
Subjects:
Databases and Information Systems
Online Access:https://ink.library.smu.edu.sg/sis_research/8678
https://ink.library.smu.edu.sg/context/sis_research/article/9681/viewcontent/NeurIPS_2019_a_unified_variance_reduced_accelerated_gradient_method_for_convex_optimization_Paper.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/sis_research/8678
https://ink.library.smu.edu.sg/context/sis_research/article/9681/viewcontent/NeurIPS_2019_a_unified_variance_reduced_accelerated_gradient_method_for_convex_optimization_Paper.pdf

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