Stochastic variance reduced gradient methods using a trust-region-like scheme
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Cites work
- A Barzilai-Borwein type method for stochastic linear complementarity problems
- A Positive Barzilai–Borwein-Like Stepsize and an Extension for Symmetric Linear Systems
- A Stochastic Approximation Method
- A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization, and continuation
- A proximal stochastic gradient method with progressive variance reduction
- Incremental majorization-minimization optimization with application to large-scale machine learning
- Katyusha: the first direct acceleration of stochastic gradient methods
- Large-scale machine learning with stochastic gradient descent
- On Projected Stochastic Gradient Descent Algorithm with Weighted Averaging for Least Squares Regression
- Online learning for matrix factorization and sparse coding
- Optimization methods for large-scale machine learning
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Quadratic regularization projected Barzilai-Borwein method for nonnegative matrix factorization
- Recent advances in trust region algorithms
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- Stochastic Gradient Descent on Riemannian Manifolds
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- Two-Point Step Size Gradient Methods
- Understanding machine learning. From theory to algorithms
Cited in
(12)- Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
- Stochastic optimization using a trust-region method and random models
- Stochastic gradient algorithm with random truncations
- A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
- A stochastic variance reduced gradient using Barzilai-Borwein techniques as second order information
- An analysis of stochastic variance reduced gradient for linear inverse problems *
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport
- Analysis and improvement for a class of variance reduced methods
- Improved SVRG for finite sum structure optimization with application to binary classification
- A stochastic variance reduced gradient method with adaptive step for stochastic optimization
- Nonconvex optimization with inertial proximal stochastic variance reduction gradient
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