stochastic variance reduced methods lipschitz constant adaptive stepsize

A Class of Stochastic Variance Reduced Methods with an Adaptive Stepsize

  • Tiande Guo
  • Congying Han
  • Yan Liu
    • Categories Convex Optimization, Stochastic Approaches, Unconstrained Optimization Tags

    Stochastic variance reduced methods have recently surged into prominence for solving large scale optimization problems in the context of machine learning. Tan, Ma and Dai et al. first proposed the new stochastic variance reduced gradient (SVRG) method with the Barzilai-Borwein (BB) method to compute step sizes automatically, which performs well in practice. On this basis, … Read more