Accelerated proximal incremental algorithm schemes for non-strongly convex functions

DOI10.1016/J.TCS.2019.10.030MaRDI QIDQ2297863zbMATH OpenOpenAlexWikidataFDO

Authors Ashkan Panahi, Morteza Haghir Chehreghani, Devdatt P. Dubhashi

Publication date 20 February 2020

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.tcs.2019.10.030

zbMATH Keywords

convex optimizationnon-smooth optimizationrate analysisSAGSAGAstochastic average gradientstochastic optimizationsupport vector machinevector clustering

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15) Convex programming (90C25)

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Cites work

• A proximal stochastic gradient method with progressive variance reduction
• First-order methods in optimization
• Optimization methods for large-scale machine learning
• Proximal splitting methods in signal processing
• Proximité et dualité dans un espace hilbertien
• Scikit-learn: machine learning in Python
• Smooth minimization of non-smooth functions
• Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
• Smoothing and first order methods: a unified framework

Describes a project that uses

Uses Software

• Scikit
• clusterpath
• Saga
• UNLocBoX
• CIFAR

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