Randomized Smoothing Variance Reduction Method for Large-Scale Non-smooth Convex Optimization

Author:

Huang WenjieORCID,Zhang Xun

Publisher

Springer Science and Business Media LLC

Reference47 articles.

1. Johnson R, Zhang T (2013) Accelerating stochastic gradient descent using predictive variance reduction. In: Adv Neural Inf Proces Syst, pp 315–323

2. Xiao L, Zhang T (2014) A proximal stochastic gradient method with progressive variance reduction. SIAM J Optim 24(4):2057–2075

3. Shalev-Shwartz S, Zhang T (2016) Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization. Math Program 155(1–2, Ser. A):105–145. https://doi.org/10.1007/s10107-014-0839-0

4. Shalev-Shwartz S, Zhang T (2013) Stochastic dual coordinate ascent methods for regularized loss minimization. J Mach Learn Res 14:567–599

5. Gong P, Ye J (2014) Linear convergence of variance-reduced stochastic gradient without strong convexity. arXiv preprint. arXiv:1406.1102

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