Trading-off variance and complexity in stochastic gradient descent.

Vatsal Shah Megasthenis Asteris Anastasios Kyrillidis Sujay Sanghavi

Published in: CoRR (2016)

Keyphrases

stochastic gradient descent
matrix factorization
step size
least squares
loss function
feature extraction
computational complexity
active learning
image restoration
kernel methods
random forests
regularization parameter
importance sampling