Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm (Q5962728)

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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

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      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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