BriefGPT.xyz
May, 2019
稳定 SVRG: 非凸优化的简单方差缩减
Stabilized SVRG: Simple Variance Reduction for Nonconvex Optimization
HTML
PDF
Rong Ge, Zhize Li, Weiyao Wang, Xiang Wang
TL;DR
该研究使用改进的SVRG算法创新性地找到一个非凸函数的二阶稳定点,并提出了使用稳定性SVRG算法的方法。
Abstract
variance reduction techniques
like
svrg
provide simple and fast algorithms for optimizing a convex finite-sum objective. For nonconvex objectives, these techniques can also find a first-order stationary point (wi
→