On the Convergence Properties of a K-step Averaging Stochastic Gradient Descent Algorithm for Nonconvex Optimization.
Fan ZhouGuojing CongPublished in: IJCAI (2018)
Keyphrases
- stochastic gradient descent
- stochastic gradient
- optimization algorithm
- cost function
- learning algorithm
- loss function
- worst case
- convergence rate
- objective function
- np hard
- optimal solution
- probabilistic model
- pairwise
- global optimization
- wavelet transform
- least squares
- kalman filter
- convex hull
- matrix factorization
- importance sampling
- image sequences