On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems.
Bangti JinZehui ZhouJun ZouPublished in: SIAM J. Optim. (2020)
Keyphrases
- stochastic gradient descent
- step size
- least squares
- convergence rate
- loss function
- matrix factorization
- convergence speed
- random forests
- importance sampling
- support vector machine
- multiple kernel learning
- regularization parameter
- weight vector
- online algorithms
- image processing
- collaborative filtering
- wavelet transform
- monte carlo
- support vector
- iterative algorithms
- decision trees