Title
Accelerated First-Order Optimization Algorithms for Machine Learning
Abstract
Numerical optimization serves as one of the pillars of machine learning. To meet the demands of big data applications, lots of efforts have been put on designing theoretically and practically fast algorithms. This article provides a comprehensive survey on accelerated first-order algorithms with a focus on stochastic algorithms. Specifically, this article starts with reviewing the basic accelerated algorithms on deterministic convex optimization, then concentrates on their extensions to stochastic convex optimization, and at last introduces some recent developments on acceleration for nonconvex optimization.
Year
DOI
Venue
2020
10.1109/JPROC.2020.3007634
Proceedings of the IEEE
Keywords
DocType
Volume
Acceleration,convex optimization,deterministic algorithms,machine learning,nonconvex optimization,stochastic algorithms
Journal
108
Issue
ISSN
Citations 
11
0018-9219
1
PageRank 
References 
Authors
0.36
0
3
Name
Order
Citations
PageRank
Huan Li110.36
Cong Fang2177.14
Zhouchen Lin34805203.69