Stochastic gradient descent and the randomized Kaczmarz algorithm.

Deanna Needell Nathan Srebro Rachel Ward

Published in: CoRR (2013)

Keyphrases

stochastic gradient descent
learning algorithm
np hard
worst case
least squares
cost function
optimization algorithm
probabilistic model
search space
optimal solution
space complexity
linear programming
particle swarm optimization
particle filter
step size
online algorithms
objective function