Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm (Q5962728): Difference between revisions

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Revision as of 11:47, 18 April 2024

scientific article; zbMATH DE number 6544667
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Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm
scientific article; zbMATH DE number 6544667

    Statements

    Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm (English)
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    23 February 2016
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    distribution reweighting
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    importance sampling
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    Kaczmarz method
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    stochastic gradient descent
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    numerical examples
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    linear convergence
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    exponential convergence
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    weighted least squares problem
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