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Schmidt et al., 2017 - Google Patents

Minimizing finite sums with the stochastic average gradient

Schmidt et al., 2017

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Document ID
8316752642523359382
Author
Schmidt M
Le Roux N
Bach F
Publication year
Publication venue
Mathematical Programming

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Snippet

We analyze the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in the sum. However, by …
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