Title
Adaptive Stochastic Optimization: A Framework for Analyzing Stochastic Optimization Algorithms
Abstract
Optimization lies at the heart of machine learning (ML) and signal processing (SP). Contemporary approaches based on the stochastic gradient (SG) method are nonadaptive in the sense that their implementation employs prescribed parameter values that need to be tuned for each application. This article summarizes recent research and motivates future work on adaptive stochastic optimization methods, which have the potential to offer significant computational savings when training largescale systems.
Year
DOI
Venue
2020
10.1109/MSP.2020.3003539
IEEE Signal Processing Magazine
Keywords
DocType
Volume
signal processing,stochastic gradient method,adaptive stochastic optimization,machine learning,large scale systems
Journal
37
Issue
ISSN
Citations 
5
1053-5888
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Frank E. Curtis143225.71
Katya Scheinberg274469.50