Saga
From MaRDI portal
Cited in
(only showing first 100 items - show all)- adaQN
- SONIA
- LaplacianSmoothing-GradientDescent
- Alpaqa
- APriD
- ConstrainedLasso
- LS-MCMC
- IMPALA
- LASSO
- Stochastic optimization using a trust-region method and random models
- Inexact proximal stochastic gradient method for convex composite optimization
- LIBSVM
- COFFIN
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- An optimal randomized incremental gradient method
- Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training
- UNLocBoX
- Stochastic variance reduced gradient methods using a trust-region-like scheme
- Convergence of stochastic proximal gradient algorithm
- Generalized stochastic Frank-Wolfe algorithm with stochastic ``substitute gradient for structured convex optimization
- Analysis of biased stochastic gradient descent using sequential semidefinite programs
- Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
- A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods
- Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
- Fastest rates for stochastic mirror descent methods
- On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
- Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
- Fully asynchronous policy evaluation in distributed reinforcement learning over networks
- Pegasos
- On stochastic mirror descent with interacting particles: convergence properties and variance reduction
- Dualize, split, randomize: toward fast nonsmooth optimization algorithms
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- Convergence analysis of the stochastic reflected forward-backward splitting algorithm
- High-performance statistical computing in the computing environments of the 2020s
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
- Inertial accelerated SGD algorithms for solving large-scale lower-rank tensor CP decomposition problems
- Linear convergence of prox-SVRG method for separable non-smooth convex optimization problems under bounded metric subregularity
- Accelerating variance-reduced stochastic gradient methods
- A hybrid stochastic optimization framework for composite nonconvex optimization
- Accelerating mini-batch SARAH by step size rules
- Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
- A Newton Frank-Wolfe method for constrained self-concordant minimization
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
- Finite-sum smooth optimization with SARAH
- iPiano
- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Laplacian smoothing gradient descent
- Block layer decomposition schemes for training deep neural networks
- Accelerating incremental gradient optimization with curvature information
- Linear convergence of cyclic SAGA
- Efficient first-order methods for convex minimization: a constructive approach
- Optimization for deep learning: an overview
- Why random reshuffling beats stochastic gradient descent
- A linearly convergent stochastic recursive gradient method for convex optimization
- Primal-dual incremental gradient method for nonsmooth and convex optimization problems
- Forward-reflected-backward method with variance reduction
- Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
- Accelerated proximal incremental algorithm schemes for non-strongly convex functions
- Deep relaxation: partial differential equations for optimizing deep neural networks
- Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
- Primal-dual stochastic distributed algorithm for constrained convex optimization
- A globally convergent incremental Newton method
- QUIC
- Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization
- Convergence rates of accelerated proximal gradient algorithms under independent noise
- Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
- An accelerated variance reducing stochastic method with Douglas-Rachford splitting
- Jellyfish
- SSVM
- iPiasco
- Asymptotic optimality in stochastic optimization
- Cocoercivity, smoothness and bias in variance-reduced stochastic gradient methods
- Variance reduction for root-finding problems
- Accelerated stochastic variance reduction for a class of convex optimization problems
- CYCLADES
- MLbase
- Adaptive sampling for incremental optimization using stochastic gradient descent
- ARock
- SGD-QN
- CLTune
- BADMM
- IMRO
- BCI2000
- BCILAB
- OpenViBE
- Brainstorm
- PESTO
- CNTK
- Recent Advances in Stochastic Riemannian Optimization
- Search direction correction with normalized gradient makes first-order methods faster
- AdaGrad
- RMSprop
- TernGrad
- PhaseMax
- lightning
- SGDLibrary
- HOGWILD
- DSCOVR
- CNN-RNN
- AIDE
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