Large Scale Optimization with Proximal Stochastic Newton-Type Gradient Descent.
Ziqiang ShiRujie LiuPublished in: ECML/PKDD (1) (2015)
Keyphrases
- stochastic optimization
- real life
- optimization problems
- stochastic programming
- small scale
- global optimization
- constrained optimization
- optimization process
- neural network
- stochastic search
- optimization method
- real world
- optimization algorithm
- stochastic gradient descent
- least squares
- cost function
- data sets
- gauss newton
- monte carlo sampling