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Accelerating Mini-batch SARAH by Step Size Rules

cs.LG · 2019-06-20 · unverdicted · novelty 4.0

MB-SARAH-RBB uses a random Barzilai-Borwein step size to accelerate mini-batch SARAH, with a linear convergence proof and improved complexity for strongly convex objectives.

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  • Accelerating Mini-batch SARAH by Step Size Rules cs.LG · 2019-06-20 · unverdicted · none · ref 16

    MB-SARAH-RBB uses a random Barzilai-Borwein step size to accelerate mini-batch SARAH, with a linear convergence proof and improved complexity for strongly convex objectives.