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Mar, 2017
SARAH：一种使用随机递归梯度的机器学习问题新方法
SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient
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Lam Nguyen, Jie Liu, Katya Scheinberg, Martin Takáč
TL;DR
本文提出了一种名为SARAH的随机递归梯度算法及其改进版SARAH +，以优化有限累加和问题，并证明了该算法在强凸情况下具有线性收敛速率。
Abstract
In this paper, we propose a
stochastic recursive gradient algorithm
(
sarah
), as well as its practical variant
sarah
+, as a novel approach
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