A Proximal Stochastic Gradient Method with Progressive Variance Reduction

Lin Xiao; Tong Zhang

doi:10.1137/140961791

A Proximal Stochastic Gradient Method with Progressive Variance Reduction

SIAM Journal on Optimization ◽

10.1137/140961791 ◽

2014 ◽

Vol 24 (4) ◽

pp. 2057-2075 ◽

Cited By ~ 138

Author(s):

Lin Xiao ◽

Tong Zhang

Keyword(s):

Gradient Method ◽

Variance Reduction ◽

Stochastic Gradient ◽

Stochastic Gradient Method

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Triply stochastic gradient method for large-scale nonlinear similar unlabeled classification

Machine Learning ◽

10.1007/s10994-021-05980-1 ◽

2021 ◽

Author(s):

Wanli Shi ◽

Bin Gu ◽

Xiang Li ◽

Cheng Deng ◽

Heng Huang

Keyword(s):

Gradient Method ◽

Large Scale ◽

Stochastic Gradient ◽

Stochastic Gradient Method

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A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty

SIAM Journal on Scientific Computing ◽

10.1137/19m1263297 ◽

2020 ◽

Vol 42 (5) ◽

pp. A2750-A2772

Author(s):

Caroline Geiersbach ◽

Winnifried Wollner

Keyword(s):

Constrained Optimization ◽

Gradient Method ◽

Mesh Refinement ◽

Stochastic Gradient ◽

Optimization Under Uncertainty ◽

Pde Constrained Optimization ◽

Stochastic Gradient Method

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Stochastic gradient method with accelerated stochastic dynamics

Journal of Physics Conference Series ◽

10.1088/1742-6596/699/1/012019 ◽

2016 ◽

Vol 699 ◽

pp. 012019 ◽

Cited By ~ 3

Author(s):

Masayuki Ohzeki

Keyword(s):

Gradient Method ◽

Stochastic Dynamics ◽

Stochastic Gradient ◽

Stochastic Gradient Method

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Inexact proximal stochastic gradient method for convex composite optimization

Computational Optimization and Applications ◽

10.1007/s10589-017-9932-7 ◽

2017 ◽

Vol 68 (3) ◽

pp. 579-618 ◽

Cited By ~ 3

Author(s):

Xiao Wang ◽

Shuxiong Wang ◽

Hongchao Zhang

Keyword(s):

Gradient Method ◽

Stochastic Gradient ◽

Composite Optimization ◽

Convex Composite Optimization ◽

Inexact Proximal ◽

Stochastic Gradient Method

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Orthant Based Proximal Stochastic Gradient Method for $$\ell _1$$-Regularized Optimization

Machine Learning and Knowledge Discovery in Databases - Lecture Notes in Computer Science ◽

10.1007/978-3-030-67664-3_4 ◽

2021 ◽

pp. 57-73

Author(s):

Tianyi Chen ◽

Tianyu Ding ◽

Bo Ji ◽

Guanyi Wang ◽

Yixin Shi ◽

...

Keyword(s):

Gradient Method ◽

Stochastic Gradient ◽

Regularized Optimization ◽

Stochastic Gradient Method

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An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach

Journal of Nonlinear and Variational Analysis ◽

10.23952/jnva.5.2021.6.02 ◽

2021 ◽

Vol 5 (6) ◽

Keyword(s):

Variational Inequality ◽

Gradient Method ◽

Random Parameter ◽

Stochastic Gradient ◽

Stochastic Pde ◽

Stochastic Gradient Method

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The multi-innovation stochastic gradient method for double-frequency signals through dynamical sampled data

2018 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc.2018.8407337 ◽

2018 ◽

Author(s):

Ling Xu ◽

Feng Ding ◽

Feng Ding

Keyword(s):

Gradient Method ◽

Stochastic Gradient ◽

Sampled Data ◽

Double Frequency ◽

Stochastic Gradient Method

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Reinforcement learning with knowledge by using a stochastic gradient method on a Bayesian network

1998 IEEE International Joint Conference on Neural Networks Proceedings. IEEE World Congress on Computational Intelligence (Cat. No.98CH36227) ◽

10.1109/ijcnn.1998.687174 ◽

2002 ◽

Cited By ~ 1

Author(s):

M. Yamamura ◽

T. Onozuka

Keyword(s):

Reinforcement Learning ◽

Bayesian Network ◽

Gradient Method ◽

Stochastic Gradient ◽

Stochastic Gradient Method

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Hyperparameter estimation of a variational model using a stochastic gradient method

10.1117/12.323814 ◽

1998 ◽

Author(s):

Josiane B. Zerubia ◽

Laure Blanc-Feraud

Keyword(s):

Gradient Method ◽

Stochastic Gradient ◽

Variational Model ◽

Hyperparameter Estimation ◽

Stochastic Gradient Method

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Fully Projection-Free Proximal Stochastic Gradient Method With Optimal Convergence Rates

IEEE Access ◽

10.1109/access.2020.3019885 ◽

2020 ◽

Vol 8 ◽

pp. 165904-165912

Author(s):

Yan Li ◽

Xiaofeng Cao ◽

Honghui Chen

Keyword(s):

Gradient Method ◽

Convergence Rates ◽

Stochastic Gradient ◽

Optimal Convergence ◽

Optimal Convergence Rates ◽

Stochastic Gradient Method

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