A class of parallel doubly stochastic algorithms for large-scale learning
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Cites work
- scientific article; zbMATH DE number 51132 (Why is no real title available?)
- scientific article; zbMATH DE number 6982986 (Why is no real title available?)
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A Stochastic Approximation Method
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- Distributed asynchronous deterministic and stochastic gradient optimization algorithms
- Distributed coordinate descent method for learning with big data
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- Global convergence of online limited memory BFGS
- IQN: an incremental quasi-Newton method with local superlinear convergence rate
- Minimizing finite sums with the stochastic average gradient
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- On the complexity analysis of randomized block-coordinate descent methods
- On the convergence of block coordinate descent type methods
- On the convergence of the coordinate descent method for convex differentiable minimization
- On the limited memory BFGS method for large scale optimization
- Online learning for matrix factorization and sparse coding
- Parallel Selective Algorithms for Nonconvex Big Data Optimization
- RES: Regularized Stochastic BFGS Algorithm
- Robust Stochastic Approximation Approach to Stochastic Programming
- SGD-QN: careful quasi-Newton stochastic gradient descent
- Surpassing gradient descent provably: a cyclic incremental method with linear convergence rate
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