On Variance Reduction in Stochastic Gradient Descent and its Asynchronous Variants.
Sashank J. ReddiAhmed HefnySuvrit SraBarnabás PóczosAlexander J. SmolaPublished in: CoRR (2015)
Keyphrases
- variance reduction
- stochastic gradient descent
- importance sampling
- monte carlo
- least squares
- loss function
- matrix factorization
- step size
- sample size
- random forests
- particle filter
- kalman filter
- markov chain
- particle filtering
- image sequences
- training data
- weight vector
- feature selection
- recommender systems
- decision trees
- machine learning
- training samples
- lower bound