Projected semi-stochastic gradient descent method with mini-batch scheme under weak strong convexity assumption
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Publication:1695084
DOI10.1007/978-3-319-66616-7_7zbMath1383.93096arXiv1612.05356OpenAlexW2586039889MaRDI QIDQ1695084
Publication date: 6 February 2018
Full work available at URL: https://arxiv.org/abs/1612.05356
linear convergencevariance reductionstochastic gradientsupport vector machine (SVM)weak strong convexity
Stochastic programming (90C15) Optimal stochastic control (93E20) Duality theory (optimization) (49N15) Existence of optimal solutions to problems involving randomness (49J55)
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