An accelerated directional derivative method for smooth stochastic convex optimization
Pavel Dvurechensky, Eduard Gorbunov, Alexander Gasnikov
Topics & Concepts
Directional derivativeDimension (graph theory)Bounded functionContext (archaeology)Stochastic gradient descentMathematical optimizationMathematicsUpper and lower boundsConvex optimizationGradient descentOptimization problemConvex functionStochastic optimizationRegular polygonComputer scienceCombinatoricsMathematical analysisGeometryPaleontologyBiologyMachine learningArtificial neural networkStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesMarkov Chains and Monte Carlo Methods