On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(6 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10107-018-1297-x / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: Saga / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2962930655 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1705.02969 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Katyusha: the first direct acceleration of stochastic gradient methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information-Theoretic Lower Bounds on the Oracle Complexity of Stochastic Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: On perturbed proximal gradient algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization Methods for Large-Scale Machine Learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample size selection in optimization methods for machine learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2880998 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3236106 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid Deterministic-Stochastic Methods for Data Fitting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handbook of simulation optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accelerated gradient methods for nonconvex nonlinear and stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Convergence Rate of Incremental Aggregated Gradient Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal algorithm for stochastic strongly-convex optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extragradient Method with Variance Reduction for Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4558562 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive aggregation of estimators by the mirror descent algorithm with averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving variational inequalities with Stochastic Mirror-Prox algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning by mirror averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal method for stochastic composite optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5405171 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sparsity preserving stochastic gradient methods for sparse regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Stochastic Approximation Approach to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3048593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3967358 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3320132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introductory lectures on convex optimization. A basic course. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gradient methods for minimizing composite functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Primal-dual subgradient methods for convex problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence level solutions for stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: New method of stochastic approximation type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Acceleration of Stochastic Approximation by Averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic proximal gradient algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing finite sums with the stochastic average gradient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of \(I_{s}(x)\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2896156 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Proximal Stochastic Gradient Method with Progressive Variance Reduction / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10107-018-1297-X / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 07:06, 11 December 2024

scientific article
Language Label Description Also known as
English
On variance reduction for stochastic smooth convex optimization with multiplicative noise
scientific article

    Statements

    On variance reduction for stochastic smooth convex optimization with multiplicative noise (English)
    0 references
    0 references
    24 April 2019
    0 references
    stochastic approximation
    0 references
    smooth convex optimization
    0 references
    composite optimization
    0 references
    multiplicative noise
    0 references
    acceleration
    0 references
    dynamic sampling
    0 references
    variance reduction
    0 references
    complexity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references