Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data.
Tianyi LiuYifan LinEnlu ZhouPublished in: SIAM J. Optim. (2024)
Keyphrases
- stochastic optimization
- stochastic gradient descent
- input data
- least squares
- loss function
- step size
- matrix factorization
- multistage
- random forests
- data sets
- regularization parameter
- support vector machine
- bayesian networks
- importance sampling
- robust optimization
- training data
- online algorithms
- multiple kernel learning
- bayesian inference
- markov chain monte carlo
- input space
- decision theory
- random forest
- collaborative filtering
- cost function
- lower bound
- feature space
- learning algorithm
- machine learning