Variance-Reduced Stochastic Gradient Descent on Streaming Data.
Ellango JothimurugesanAshraf TahmasbiPhillip B. GibbonsSrikanta TirthapuraPublished in: NeurIPS (2018)
Keyphrases
- streaming data
- stochastic gradient descent
- data streams
- concept drift
- step size
- loss function
- matrix factorization
- least squares
- sliding window
- data distribution
- random forests
- online algorithms
- importance sampling
- anomaly detection
- regularization parameter
- weight vector
- support vector machine
- monte carlo
- multiple kernel learning
- convergence speed
- cost function
- data sets
- high resolution
- convergence rate
- change detection
- non stationary
- database management systems
- maximum likelihood
- online learning