mS2GD: Mini-Batch Semi-Stochastic Gradient Descent in the Proximal Setting.
Jakub KonecnýJie LiuPeter RichtárikMartin TakácPublished in: CoRR (2014)
Keyphrases
- stochastic gradient descent
- online algorithms
- least squares
- loss function
- step size
- matrix factorization
- random forests
- support vector machine
- online learning
- weight vector
- learning algorithm
- lower bound
- regularization parameter
- multiple kernel learning
- average case
- incremental learning
- asymptotically optimal
- importance sampling
- decision trees