Title
Mini-Batch Semi-Stochastic Gradient Descent in the Proximal Setting.
Abstract
We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function represented as the sum of an average of a large number of smooth convex functions, and a simple nonsmooth convex regularizer. Our method first performs a determ...
Year
DOI
Venue
2016
10.1109/JSTSP.2015.2505682
IEEE Journal of Selected Topics in Signal Processing
Keywords
Field
DocType
Radio frequency,Complexity theory,Signal processing algorithms,Linear systems,Stochastic processes,Indexes,Optimization
Mathematical optimization,Gradient descent,Stochastic gradient descent,Linear system,Computer science,Stochastic process,Random coordinate descent,Convex function,Convex optimization,Speedup
Journal
Volume
Issue
ISSN
10
2
1932-4553
Citations 
PageRank 
References 
34
1.13
29
Authors
4
Name
Order
Citations
PageRank
Jakub Konecný136319.21
Jie Liu2613.25
Peter Richtárik3131484.53
Martin Takác475249.49