We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression, across a wide range of problem settings. To achieve this, we establish a framework based on the classical proximal point algorithm. Namely, we provide several algorithms that reduce the minimization of a strongly convex function to approximate minimizations of regularizations of the function. Using these results, we accelerate recent fast stochastic algorithms in a black-box fashion. Empirically, we demonstrate that the resulting algorithms exhibit notions of stability that are advantageous in practice. Both in theory and in practice, the provided algorithms reap the computational benefits of adding a large strongly convex regularization term, without incurring a corresponding bias to the original problem.

本文提出了一种新的随机算法，通过将强凸函数的最小化转化为函数规则化的逼近最小化，从而优化了经验风险最小化过程中的性能，实践表明该算法具有稳定性和行之有效的优势

非正则化：经验风险最小化的近端点近似和更快的随机算法