Accelerating Stochastic Gradient Descent
1:15:47
Microsoft
Accelerating Stochastic Gradient Descent
There is widespread sentiment that it is not possible to effectively utilize fast gradient methods (e.g. Nesterov’s acceleration, conjugate gradient, heavy ball) for the purposes of stochastic optimization due to their instability and error accumulation, a notion made precise in dAspremont 2008 and Devolder, Glineur, and Nesterov 2014. This ...
Jul 12, 2017
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