A new inexact stochastic recursive gradient descent algorithm with Barzilai

A new inexact stochastic recursive gradient descent algorithm with Barzilai–Borwein step size in machine learning

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【作者】Yang, Yi-ming，Wang, Fu-sheng，Li, Jin-xiang，Qin, Yuan-yuan
【刊名】Nonlinear Dynamics
【作者单位】^aSchool of Mathematics and Statistics, Taiyuan Normal University, Shanxi Province, Jinzhong, 030619, China
【年份】2023
【卷号】Vol.111 No.4
【页码】3575-3586
【ISSN】0924-090X
【关键词】BB method Stochastic gradient Stochastic optimization Variance reduction
【摘要】 The inexact SARAH algorithm as a variant of SARAH algorithm for variance reduction has recently surged into prominence for solving large-scale optimization problems in the context of machine learning. The performance of the iSARAH significantly depe...
【文献类型】期刊