Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
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Publication:2039235
DOI10.1007/s10107-020-01506-0zbMath1471.65051arXiv1805.02632OpenAlexW3025544109MaRDI QIDQ2039235
Robert M. Gower, Francis Bach, Peter Richtárik
Publication date: 2 July 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.02632
Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)
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