机器学习的方差减少方法

Oct, 2020

Variance-Reduced Methods for Machine Learning

Robert M. Gower, Mark Schmidt, Francis Bach, Peter Richtarik

TL;DR该综述对有限数据集的优化中方差缩减方法的主要原理和主要发展进行了概述，重点在于凸设定，并留下指向感兴趣的读者的指针。

Abstract

stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduc