Interplay Between Optimization and Generalization of Stochastic Gradient Descent with Covariance Noise.
Yeming WenKevin LukMaxime GazeauGuodong ZhangHarris ChanJimmy BaPublished in: CoRR (2019)
Keyphrases
- stochastic gradient descent
- stochastic gradient
- least squares
- loss function
- step size
- matrix factorization
- random forests
- importance sampling
- support vector machine
- regularization parameter
- online algorithms
- missing data
- noise level
- logistic regression
- multiple kernel learning
- noise reduction
- machine learning
- covariance matrix
- optimization algorithm
- cost function
- high resolution
- pairwise