A Mini-Batch Proximal Stochastic Recursive Gradient Algorithm with Diagonal Barzilai–Borwein Stepsize

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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...

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Bibliographic Details
Main Authors:	Yu, T.T., Liu, X.W., Dai, Y.H., Sun, Jie
Format:	Journal Article
Published:	2022
Online Access:	http://hdl.handle.net/20.500.11937/91425

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