Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm (Q5962728)
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scientific article; zbMATH DE number 6544667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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