Minimizing finite sums with the stochastic average gradient (Q517295): Difference between revisions

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+Information-Theoretic Lower Bounds on the Oracle Complexity of Stochastic Convex Optimization
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+A Proximal Stochastic Gradient Method with Progressive Variance Reduction
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+A New Class of Incremental Gradient Methods for Least Squares Problems
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+A Convergent Incremental Gradient Method with a Constant Step Size
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+Acceleration of Stochastic Approximation by Averaging
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+An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
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+Hybrid Deterministic-Stochastic Methods for Data Fitting
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+Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
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+An optimal algorithm for stochastic strongly-convex optimization
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+A randomized Kaczmarz algorithm with exponential convergence
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+A Stochastic Approximation Method
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+Incremental gradient algorithms with stepsizes bounded away from zero
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+Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm
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+Robust Stochastic Approximation Approach to Stochastic Programming
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+Introductory lectures on convex optimization. A basic course.
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+Smooth minimization of non-smooth functions
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+Primal-dual subgradient methods for convex problems
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+Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
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+Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
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+Pegasos: primal estimated sub-gradient solver for SVM
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+A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition
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