A linearly convergent stochastic recursive gradient method for convex optimization
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Cites work
- R-linear convergence of the Barzilai and Borwein gradient method
- A proximal stochastic gradient method with progressive variance reduction
- A Stochastic Approximation Method
- Adaptive subgradient methods for online learning and stochastic optimization
- Degenerate Nonlinear Programming with a Quadratic Growth Condition
- Error bounds and convergence analysis of feasible descent methods: A general approach
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- scientific article; zbMATH DE number 3313108 (Why is no real title available?)
- scientific article; zbMATH DE number 2221955 (Why is no real title available?)
- Minimizing finite sums with the stochastic average gradient
- Non-asymptotic convergence analysis of inexact gradient methods for machine learning without strong convexity
- Optimization methods for large-scale machine learning
- Restricted strong convexity and its applications to convergence analysis of gradient-type methods in convex optimization
- SpiderBoost
- Stochastic nested variance reduction for nonconvex optimization
- Two-Point Step Size Gradient Methods
Cited in
(14)- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- Accelerating mini-batch SARAH by step size rules
- An online conjugate gradient algorithm for large-scale data analysis in machine learning
- Stochastic intermediate gradient method for convex optimization problems
- scientific article; zbMATH DE number 5356341 (Why is no real title available?)
- Adaptivity of stochastic gradient methods for nonconvex optimization
- A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
- Inexact SARAH algorithm for stochastic optimization
- A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
- Random-reshuffled SARAH does not need full gradient computations
- Variance reduced moving balls approximation method for smooth constrained minimization problems
- On the improvement of the Barzilai-Borwein step size in variance reduction methods
- An accelerated stochastic trust region method for stochastic optimization
- A stochastic conjugate gradient method for the approximation of functions
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