Semi-Stochastic Gradient Descent Methods

In this paper we study the problem of minimizing the average of a large number of smooth convex loss functions. We propose a new method, S2GD (Semi-Stochastic Gradient Descent), which runs for one or several epochs in each of which a single full gradient and a random number of stochastic gradients i...

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Bibliographic Details
Main Authors: Jakub Konečný, Peter Richtárik
Format: Article
Language:English
Published: Frontiers Media S.A. 2017-05-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:http://journal.frontiersin.org/article/10.3389/fams.2017.00009/full