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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
|
| Subjects: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |