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scientific article; zbMATH DE number 7049761

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7049761

Statements

scholarly article

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publication date

2 May 2019

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full work available at URL

http://jmlr.csail.mit.edu/papers/v20/17-594.html

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zbMATH Keywords

empirical risk minimization, variance reduction,

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MaRDI profile type

MaRDI publication profile

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Oracle complexity of second-order methods for smooth convex optimization

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Exact and inexact subsampled Newton methods for optimization

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Optimization Methods for Large-Scale Machine Learning

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On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning

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A Stochastic Quasi-Newton Method for Large-Scale Optimization

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Optimal Distributed Online Prediction using Mini-Batches

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First-order methods of smooth convex optimization with inexact oracle

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Random design analysis of ridge regression

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An optimal method for stochastic composite optimization

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Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice

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A sparsity preserving stochastic gradient methods for sparse regression

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An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization

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On the limited memory BFGS method for large scale optimization

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Randomized Algorithms for Matrices and Data

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Introductory lectures on convex optimization. A basic course.

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Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence

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Sub-sampled Newton methods

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Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization

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Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization

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User-friendly tail bounds for sums of random matrices

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Accelerated and Inexact Forward-Backward Algorithms

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Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization

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Numerical Optimization

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A Proximal Stochastic Gradient Method with Progressive Variance Reduction

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On data preconditioning for regularized loss minimization

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Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization

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Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4633055

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