Variance Reduced Stochastic Gradient Descent with Sufficient Decrease.
Fanhua ShangYuanyuan LiuJames ChengKelvin Kai Wing NgYuichi YoshidaPublished in: CoRR (2017)
Keyphrases
- stochastic gradient descent
- matrix factorization
- loss function
- least squares
- step size
- random forests
- weight vector
- online algorithms
- support vector machine
- importance sampling
- covariance matrix
- multiple kernel learning
- regularization parameter
- multiresolution
- logistic regression
- prediction accuracy
- wavelet transform
- data points
- cost function