A Mini-Batch Proximal Stochastic Recursive Gradient Algorithm with Diagonal Barzilai–Borwein Stepsize
Many machine learning problems can be formulated as minimizing the sum of a function and a non-smooth regularization term. Proximal stochastic gradient methods are popular for solving such composite optimization problems. We propose a mini-batch proximal stochastic recursive gradient algorithm SRG-D...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
2022
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| Online Access: | http://hdl.handle.net/20.500.11937/91425 |