Accelerated Stochastic Peaceman–Rachford Method for Empirical Risk Minimization
Jianchao Bai, Fengmiao Bian, Xiaokai Chang, Lin Du
Topics & Concepts
Mathematical optimizationSublinear functionErgodic theoryMathematicsLasso (programming language)Convex functionEmpirical risk minimizationRate of convergenceVariance reductionFunction (biology)MinificationConstraint (computer-aided design)Applied mathematicsComputer scienceRegular polygonDiscrete mathematicsKey (lock)Monte Carlo methodComputer securityMathematical analysisGeometryWorld Wide WebBiologyEvolutionary biologyStatisticsSparse and Compressive Sensing TechniquesStochastic Gradient Optimization TechniquesStatistical Methods and Inference