Accelerated Stochastic ADMM with Variance Reduction.

Chao Zhang Zebang Shen Hui Qian Tengfei Zhou

Published in: CoRR (2016)

Keyphrases

variance reduction
monte carlo
gradient estimation
sample size
importance sampling
bias variance decomposition
random numbers
quasi monte carlo
confidence intervals
markov chain
total variation
convex optimization
naive bayes classifier
trade off