Second-Order Guarantees of Stochastic Gradient Descent in Non-Convex Optimization.
Stefan VlaskiAli H. SayedPublished in: CoRR (2019)
Keyphrases
- convex optimization
- stochastic gradient descent
- loss function
- least squares
- matrix factorization
- step size
- random forests
- total variation
- higher order
- low rank
- support vector machine
- weight vector
- regularization parameter
- online algorithms
- multiple kernel learning
- cost function
- decision trees
- missing data
- linear svm
- recommender systems
- image processing