Acceleration for proximal stochastic dual coordinate ascent algorithm in solving regularised loss minimisation with ℓ 2 norm
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DOI: 10.1049/el.2017.4544
Abstract: An accelerated version of the proximal stochastic dual coordinate ascent (SDCA) algorithm in solving regularised loss minimisation with l 2 norm is presented, wherein a momentum is introduced and the strong theoretical guarantees of SDCA… read more here.
Keywords: solving regularised; proximal stochastic; coordinate ascent; dual coordinate ... See more keywords
Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2021084
Abstract: We study the problem of minimizing the sum of two functions. The first function is the average of a large number of nonconvex component functions and the second function is a convex (possibly nonsmooth) function… read more here.
Keywords: stochastic variance; variance reduced; proximal stochastic; variable metric ... See more keywords