Accelerating Stochastic Gradient Descent using Predictive Variance Reduction.
Rie JohnsonTong ZhangPublished in: NIPS (2013)
Keyphrases
- variance reduction
- stochastic gradient descent
- importance sampling
- monte carlo
- least squares
- matrix factorization
- step size
- loss function
- sample size
- markov chain
- kalman filter
- support vector machine
- random forests
- convergence rate
- approximate inference
- particle filtering
- weight vector
- particle filter
- pairwise
- markov chain monte carlo
- training set