Inexact SARAH algorithm for stochastic optimization

DOI10.1080/10556788.2020.1818081zbMath1464.90045arXiv1811.10105OpenAlexW3086762633MaRDI QIDQ5859016

Katya Scheinberg, Lam M. Nguyen, Martin Takáč

Publication date: 15 April 2021

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.10105

zbMATH Keywords

stochastic optimizationvariance reductionstochastic gradient algorithmssmooth convex

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15)

Related Items (5)

Finite-sum smooth optimization with SARAH ⋮ Random-reshuffled SARAH does not need full gradient computations ⋮ Accelerated stochastic variance reduction for a class of convex optimization problems ⋮ Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction ⋮ A hybrid stochastic optimization framework for composite nonconvex optimization

Uses Software

• ProxSARAH
• Saga
• SpiderBoost

Cites Work

• Unnamed Item
• Minimizing finite sums with the stochastic average gradient
• Introductory lectures on convex optimization. A basic course.
• Cubic regularization of Newton method and its global performance
• Semi-stochastic coordinate descent
• A Stochastic Line Search Method with Expected Complexity Analysis
• Some methods of speeding up the convergence of iteration methods

This page was built for publication: Inexact SARAH algorithm for stochastic optimization