Subsampled nonmonotone spectral gradient methods
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Publication:2178981
Abstract: This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall computational cost of the classical spectral gradient methods. The global convergence is enforced by a nonmonotone line search procedure. Global convergence is proved when functions and gradients are approximated with increasing accuracy. R-linear convergence and worst-case iteration complexity is investigated in case of strongly convex objective function. Numerical results on well known binary classification problems are given to show the effectiveness of this framework and analyze the effect of different spectral coefficient approximations arising from variable sample nature of this procedure.
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Cites work
- scientific article; zbMATH DE number 2221955 (Why is no real title available?)
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Cited in
(10)- Subsampled Hessian Newton Methods for Supervised Learning
- Optimal sample complexity of subgradient descent for amplitude flow via non-Lipschitz matrix concentration
- A generalized worst-case complexity analysis for non-monotone line searches
- AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
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