Stochastic gradient descent with finite samples sizes.
Kun YuanBicheng YingStefan VlaskiAli H. SayedPublished in: MLSP (2016)
Keyphrases
- stochastic gradient descent
- least squares
- step size
- loss function
- matrix factorization
- random forests
- support vector machine
- weight vector
- online algorithms
- multiple kernel learning
- training set
- training samples
- cost function
- regularization parameter
- importance sampling
- logistic regression
- markov chain
- particle swarm optimization
- objective function