Saga

swMATH39677MaRDI QIDQ55377FDOQ55377

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Official website: https://paperswithcode.com/paper/saga-a-fast-incremental-gradient-method-with

Source code repository: https://github.com/adefazio/point-saga

Cited In (only showing first 100 items - show all)

• Title not available (Why is that?)
• Adaptivity of stochastic gradient methods for nonconvex optimization
• Title not available (Why is that?)
• Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
• Statistics of robust optimization: a generalized empirical likelihood approach
• Block layer decomposition schemes for training deep neural networks
• Inertial accelerated SGD algorithms for solving large-scale lower-rank tensor CP decomposition problems
• On variance reduction for stochastic smooth convex optimization with multiplicative noise
• Linear convergence of prox-SVRG method for separable non-smooth convex optimization problems under bounded metric subregularity
• An inexact variable metric proximal point algorithm for generic quasi-Newton acceleration
• Second-order stochastic optimization for machine learning in linear time
• Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
• A Continuous-Time Analysis of Distributed Stochastic Gradient
• Title not available (Why is that?)
• Accelerating mini-batch SARAH by step size rules
• Variance reduction for dependent sequences with applications to stochastic gradient MCMC
• Stochastic proximal linear method for structured non-convex problems
• Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems
• Stochastic reformulations of linear systems: algorithms and convergence theory
• Generalized stochastic Frank-Wolfe algorithm with stochastic ``substitute gradient for structured convex optimization
• Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
• IQN: an incremental quasi-Newton method with local superlinear convergence rate
• Accelerated stochastic variance reduction for a class of convex optimization problems
• A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods
• Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
• A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
• Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
• Finite-sum smooth optimization with SARAH
• Convergence rates of accelerated proximal gradient algorithms under independent noise
• Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
• Stochastic trust-region methods with trust-region radius depending on probabilistic models
• Accelerating variance-reduced stochastic gradient methods
• Random gradient extrapolation for distributed and stochastic optimization
• A stochastic primal-dual method for a class of nonconvex constrained optimization
• Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization
• On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
• Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
• Global convergence rate of proximal incremental aggregated gradient methods
• Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training
• Primal-dual incremental gradient method for nonsmooth and convex optimization problems
• Inexact proximal stochastic gradient method for convex composite optimization
• A stochastic semismooth Newton method for nonsmooth nonconvex optimization
• Why random reshuffling beats stochastic gradient descent
• Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
• Katyusha: the first direct acceleration of stochastic gradient methods
• Fully asynchronous policy evaluation in distributed reinforcement learning over networks
• Convergence analysis of the stochastic reflected forward-backward splitting algorithm
• ConstrainedLasso
• LS-MCMC
• IMPALA
• Modern regularization methods for inverse problems
• DILAND
• Dualize, split, randomize: toward fast nonsmooth optimization algorithms
• Inexact SARAH algorithm for stochastic optimization
• Parallelizing stochastic gradient descent for least squares regression: mini-batching, averaging, and model misspecification
• A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
• Multilevel composite stochastic optimization via nested variance reduction
• Bregman Finito/MISO for nonconvex regularized finite sum minimization without Lipschitz gradient continuity
• SpiderBoost
• Stochastic variance-reduced cubic regularization methods
• Analysis of biased stochastic gradient descent using sequential semidefinite programs
• Laplacian smoothing gradient descent
• Optimization for deep learning: an overview
• Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport
• High-performance statistical computing in the computing environments of the 2020s
• Title not available (Why is that?)
• Adaptive sampling for incremental optimization using stochastic gradient descent
• An Optimal Algorithm for Decentralized Finite-Sum Optimization
• Accelerating incremental gradient optimization with curvature information
• Primal-dual stochastic distributed algorithm for constrained convex optimization
• Nonsmoothness in machine learning: specific structure, proximal identification, and applications
• Stochastic nested variance reduction for nonconvex optimization
• Incremental majorization-minimization optimization with application to large-scale machine learning
• Optimization methods for large-scale machine learning
• Nonasymptotic convergence of stochastic proximal point methods for constrained convex optimization
• A globally convergent incremental Newton method
• Fastest rates for stochastic mirror descent methods
• A tight bound of hard thresholding
• Catalyst acceleration for first-order convex optimization: from theory to practice
• A distributed flexible delay-tolerant proximal gradient algorithm
• Accelerated methods for nonconvex optimization
• A smooth inexact penalty reformulation of convex problems with linear constraints
• Deep relaxation: partial differential equations for optimizing deep neural networks
• An optimal randomized incremental gradient method
• Stochastic variance reduced gradient methods using a trust-region-like scheme
• Efficient first-order methods for convex minimization: a constructive approach
• Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications
• Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation
• COFFIN
• LIBSVM
• UNLocBoX
• On stochastic mirror descent with interacting particles: convergence properties and variance reduction
• Pegasos
• iPiano
• QUIC
• Jellyfish
• SSVM
• iPiasco
• CYCLADES
• MLbase

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