Mini-Batch Semi-Stochastic Gradient Descent in the Proximal Setting.
Jakub KonecnýJie LiuPeter RichtárikMartin TakácPublished in: IEEE J. Sel. Top. Signal Process. (2016)
Keyphrases
- stochastic gradient descent
- online algorithms
- least squares
- matrix factorization
- loss function
- step size
- online learning
- random forests
- support vector machine
- lower bound
- importance sampling
- weight vector
- multiple kernel learning
- ensemble methods
- pairwise
- regularization parameter
- semi supervised
- feature vectors
- convergence rate
- feature selection
- linear combination
- worst case
- small number