A Proximal Stochastic Gradient Method with Progressive Variance Reduction
نویسندگان
چکیده
منابع مشابه
A Proximal Stochastic Gradient Method with Progressive Variance Reduction
We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole objective function is strongly convex. Such problems often arise in machine learning, known as regularized empirical risk minimization. We propose and analy...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140961791