Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm.

Adil Salim Peter Richtárik

Published in: CoRR (2020)

Keyphrases

stochastic gradient
primal dual
linear programming
convergence rate
learning algorithm
dynamic programming
objective function
simplex algorithm
cost function
optimal solution
interior point algorithm
affine scaling
learning rate
step size
wavelet transform
multiresolution
feature extraction