A Unified Theory of SGD: Variance Reduction, Sampling, Quantization and Coordinate Descent.

Eduard A. Gorbunov Filip Hanzely Peter Richtárik

Published in: CoRR (2019)

Keyphrases

variance reduction
sample size
monte carlo
importance sampling
stochastic gradient descent
gradient estimation
quasi monte carlo
bias variance decomposition
random sampling
trade off
knn
confidence intervals