A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
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Cites work
- A family of spectral gradient methods for optimization
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- A linearly convergent stochastic recursive gradient method for convex optimization
- A proximal stochastic gradient method with progressive variance reduction
- A Stochastic Approximation Method
- An inexact accelerated stochastic ADMM for separable convex optimization
- An optimal method for stochastic composite optimization
- Deep learning
- First-order methods in optimization
- scientific article; zbMATH DE number 7255141 (Why is no real title available?)
- scientific article; zbMATH DE number 2221955 (Why is no real title available?)
- Inexact proximal stochastic gradient method for convex composite optimization
- Minimizing finite sums with the stochastic average gradient
- Optimization methods for large-scale machine learning
- Parallel stochastic gradient algorithms for large-scale matrix completion
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
- Stochastic variance reduced gradient methods using a trust-region-like scheme
- The restricted strong convexity revisited: analysis of equivalence to error bound and quadratic growth
- Two-Point Step Size Gradient Methods
- Understanding machine learning. From theory to algorithms
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
Cited in
(5)- Stochastic gradient descent with Barzilai-Borwein update step for SVM
- An adaptive projection algorithm for solving nonlinear monotone equations with convex constraints
- Variable metric proximal stochastic gradient methods with additional sampling
- An efficient inertial projection-based algorithm for constrained nonlinear pseudo-monotone equations and its application to logistic regression problems
- Mini-batch stochastic conjugate gradient algorithms with minimal variance
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