A Line Search Based Proximal Stochastic Gradient Algorithm with Dynamical Variance Reduction
Giorgia Franchini, Federica Porta, Valeria Ruggiero, Ilaria Trombini
Topics & Concepts
MathematicsIterated functionMathematical optimizationConvex functionVariance reductionDifferentiable functionProximal Gradient MethodsStochastic gradient descentLine searchConvergence (economics)Convex optimizationComputationSequence (biology)AlgorithmStationary pointGradient descentStochastic optimizationFunction (biology)Regular polygonComputer scienceArtificial neural networkArtificial intelligenceEconomic growthComputer securityMonte Carlo methodEconomicsStatisticsMathematical analysisGeometryGeneticsEvolutionary biologyRADIUSBiologyStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesAdvanced Bandit Algorithms Research