An accelerated variance reducing stochastic method with Douglas-Rachford splitting
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Publication:2425236
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Cites work
- A Stochastic Approximation Method
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- Minimizing finite sums with the stochastic average gradient
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Optimization methods for large-scale machine learning
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- Stochastic dual coordinate ascent methods for regularized loss minimization
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Cited in
(7)- Approximation of backward stochastic partial differential equations by a splitting-up method
- Anderson Accelerated Douglas--Rachford Splitting
- scientific article; zbMATH DE number 6719722 (Why is no real title available?)
- Accelerated stochastic variance reduction for a class of convex optimization problems
- A line search based proximal stochastic gradient algorithm with dynamical variance reduction
- A proximal stochastic gradient method with progressive variance reduction
- Efficient algorithms for implementing incremental proximal-point methods
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