An accelerated variance reducing stochastic method with Douglas-Rachford splitting
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Publication:2425236
DOI10.1007/S10994-019-05785-3zbMATH Open1496.90057OpenAlexW2942896838MaRDI QIDQ2425236FDOQ2425236
Shuheng Shen, Linli Xu, Jingchang Liu, Qing Ling
Publication date: 26 June 2019
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-019-05785-3
Learning and adaptive systems in artificial intelligence (68T05) Convex programming (90C25) Nonconvex programming, global optimization (90C26)
Cites Work
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
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- Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
- Convex analysis and monotone operator theory in Hilbert spaces
- Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization
- Minimizing finite sums with the stochastic average gradient
- Optimization Methods for Large-Scale Machine Learning
- Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice
- Katyusha: the first direct acceleration of stochastic gradient methods
Cited In (5)
- Approximation of backward stochastic partial differential equations by a splitting-up method
- Anderson Accelerated Douglas--Rachford Splitting
- Title not available (Why is that?)
- Accelerated stochastic variance reduction for a class of convex optimization problems
- Efficient algorithms for implementing incremental proximal-point methods
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