Sampling and update frequencies in proximal variance-reduced stochastic gradient methods

DOI10.1007/S10957-025-02671-YMaRDI QIDQ6989593zbMATH OpenFDO

Authors Martin Morin, Pontus Giselsson

Publication date 29 April 2025

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-025-02671-Y

zbMATH Keywords

epoch lengthL-SVRGSAGAsamplingstochastic gradientvariance-reduced

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Nonlinear programming (90C30)

Cites work

• A proximal stochastic gradient method with progressive variance reduction
• A randomized Kaczmarz algorithm with exponential convergence
• A Stochastic Approximation Method
• Convex analysis and monotone operator theory in Hilbert spaces
• Coordinate descent with arbitrary sampling. I: Algorithms and complexity.
• Don't jump through hoops and remove those loops: SVRG and Katyusha are better without the outer loop
• Efficiency of coordinate descent methods on huge-scale optimization problems
• scientific article; zbMATH DE number 6982318 (Why is no real title available?)
• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
• Julia: a fresh approach to numerical computing
• Minimizing finite sums with the stochastic average gradient
• Parallel coordinate descent methods for big data optimization
• Stochastic quasi-gradient methods: variance reduction via Jacobian sketching

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