inexact preconditioning

Acceleration of SVRG and Katyusha X by Inexact Preconditioning

  • Fei Feng
  • Yanli Liu
  • Wotao Yin
    • Categories Convex Optimization, Stochastic Programming Tags , ,

    Empirical risk minimization is an important class of optimization problems with many popular machine learning applications, and stochastic variance reduction methods are popular choices for solving them. Among these methods, SVRG and Katyusha X (a Nesterov accelerated SVRG) achieve fast convergence without substantial memory requirement. In this paper, we propose to accelerate these two algorithms … Read more