Concepedia

Unified Analysis of Stochastic Gradient Methods for Composite Convex and Smooth Optimization

Ahmed Khaled, Othmane Sebbouh, Nicolas Loizou, Robert M. Gower, Peter Richtárik

Journal of Optimization Theory and Applications · 2023 · 21 citations · 32 references

Concepts

Natural SciencesComputer ScienceMathematicsOptimizationProbability TheoryStochastic ProcessesConvex AnalysisConvex OptimizationGradient-based OptimizationNonlinear ProgrammingStochastic OptimizationStochastic ProgrammingComposite OptimizationConvex ConesConvex FunctionsNonsmooth Convex OptimizationSmooth OptimizationStochastic Gradient DescentStrong Convexity

References

32

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

Chih-Chung Chang, Chih‐Jen Lin · ACM Transactions on Intelligent Systems and Technology · 2011 · 41.3K citations

Computing, Computer Science, Machine Learning +12

Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

Computing, Computer Science, Data Science +15

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Robust Stochastic Approximation Approach to Stochastic Programming

Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan et al. · SIAM Journal on Optimization · 2009 · 2.1K citations

Natural Sciences, Mathematics, Algorithms +13