Stochastic gradient descent with variance reduction technique.
Jinjing ZhangFei HuXiaofei XuLi LiPublished in: Web Intell. (2018)
Keyphrases
- stochastic gradient descent
- variance reduction
- importance sampling
- monte carlo
- loss function
- matrix factorization
- least squares
- sample size
- step size
- random forests
- markov chain
- particle filter
- kalman filter
- pairwise
- support vector machine
- approximate inference
- particle filtering
- weight vector
- decision trees
- state space
- graphical models