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Solving Empirical Risk Minimization in the Current Matrix Multiplication
  Time

Solving Empirical Risk Minimization in the Current Matrix Multiplication Time

11 May 2019
Y. Lee
Zhao Song
Qiuyi Zhang
ArXivPDFHTML

Papers citing "Solving Empirical Risk Minimization in the Current Matrix Multiplication Time"

31 / 31 papers shown
Title
Fast and Efficient Matching Algorithm with Deadline Instances
Fast and Efficient Matching Algorithm with Deadline Instances
Zhao Song
Weixin Wang
Chenbo Yin
Junze Yin
55
7
0
15 May 2023
On the Local Minima of the Empirical Risk
On the Local Minima of the Empirical Risk
Chi Jin
Lydia T. Liu
Rong Ge
Michael I. Jordan
FedML
92
56
0
25 Mar 2018
Katyusha X: Practical Momentum Method for Stochastic Sum-of-Nonconvex
  Optimization
Katyusha X: Practical Momentum Method for Stochastic Sum-of-Nonconvex Optimization
Zeyuan Allen-Zhu
ODL
60
52
0
12 Feb 2018
Catalyst Acceleration for First-order Convex Optimization: from Theory
  to Practice
Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice
Hongzhou Lin
Julien Mairal
Zaïd Harchaoui
33
138
0
15 Dec 2017
Leverage Score Sampling for Faster Accelerated Regression and ERM
Leverage Score Sampling for Faster Accelerated Regression and ERM
Naman Agarwal
Sham Kakade
Rahul Kidambi
Y. Lee
Praneeth Netrapalli
Aaron Sidford
95
21
0
22 Nov 2017
Natasha 2: Faster Non-Convex Optimization Than SGD
Natasha 2: Faster Non-Convex Optimization Than SGD
Zeyuan Allen-Zhu
ODL
64
245
0
29 Aug 2017
Guaranteed Sufficient Decrease for Variance Reduced Stochastic Gradient
  Descent
Guaranteed Sufficient Decrease for Variance Reduced Stochastic Gradient Descent
Fanhua Shang
Yuanyuan Liu
James Cheng
K. K. Ng
Yuichi Yoshida
61
3
0
20 Mar 2017
Doubly Accelerated Stochastic Variance Reduced Dual Averaging Method for
  Regularized Empirical Risk Minimization
Doubly Accelerated Stochastic Variance Reduced Dual Averaging Method for Regularized Empirical Risk Minimization
Tomoya Murata
Taiji Suzuki
OffRL
79
28
0
01 Mar 2017
Empirical Risk Minimization for Stochastic Convex Optimization:
  $O(1/n)$- and $O(1/n^2)$-type of Risk Bounds
Empirical Risk Minimization for Stochastic Convex Optimization: O(1/n)O(1/n)O(1/n)- and O(1/n2)O(1/n^2)O(1/n2)-type of Risk Bounds
Lijun Zhang
Tianbao Yang
Rong Jin
22
48
0
07 Feb 2017
Natasha: Faster Non-Convex Stochastic Optimization Via Strongly
  Non-Convex Parameter
Natasha: Faster Non-Convex Stochastic Optimization Via Strongly Non-Convex Parameter
Zeyuan Allen-Zhu
57
80
0
02 Feb 2017
Fast Rates for Empirical Risk Minimization of Strict Saddle Problems
Fast Rates for Empirical Risk Minimization of Strict Saddle Problems
Alon Gonen
Shai Shalev-Shwartz
60
30
0
16 Jan 2017
A General Distributed Dual Coordinate Optimization Framework for
  Regularized Loss Minimization
A General Distributed Dual Coordinate Optimization Framework for Regularized Loss Minimization
Shun Zheng
Jialei Wang
Fen Xia
Wenyuan Xu
Tong Zhang
96
22
0
13 Apr 2016
Stochastic Variance Reduction for Nonconvex Optimization
Stochastic Variance Reduction for Nonconvex Optimization
Sashank J. Reddi
Ahmed S. Hefny
S. Sra
Barnabás Póczós
Alex Smola
80
598
0
19 Mar 2016
Katyusha: The First Direct Acceleration of Stochastic Gradient Methods
Katyusha: The First Direct Acceleration of Stochastic Gradient Methods
Zeyuan Allen-Zhu
ODL
85
580
0
18 Mar 2016
Variance Reduction for Faster Non-Convex Optimization
Variance Reduction for Faster Non-Convex Optimization
Zeyuan Allen-Zhu
Elad Hazan
ODL
100
391
0
17 Mar 2016
SDCA without Duality, Regularization, and Individual Convexity
SDCA without Duality, Regularization, and Individual Convexity
Shai Shalev-Shwartz
29
104
0
04 Feb 2016
Finding Linear Structure in Large Datasets with Scalable Canonical
  Correlation Analysis
Finding Linear Structure in Large Datasets with Scalable Canonical Correlation Analysis
Zhuang Ma
Y. Lu
Dean Phillips Foster
59
83
0
26 Jun 2015
Improved SVRG for Non-Strongly-Convex or Sum-of-Non-Convex Objectives
Improved SVRG for Non-Strongly-Convex or Sum-of-Non-Convex Objectives
Zeyuan Allen-Zhu
Yang Yuan
65
196
0
05 Jun 2015
Newton Sketch: A Linear-time Optimization Algorithm with
  Linear-Quadratic Convergence
Newton Sketch: A Linear-time Optimization Algorithm with Linear-Quadratic Convergence
Mert Pilanci
Martin J. Wainwright
38
269
0
09 May 2015
Competing with the Empirical Risk Minimizer in a Single Pass
Competing with the Empirical Risk Minimizer in a Single Pass
Roy Frostig
Rong Ge
Sham Kakade
Aaron Sidford
50
100
0
20 Dec 2014
Constant Step Size Least-Mean-Square: Bias-Variance Trade-offs and
  Optimal Sampling Distributions
Constant Step Size Least-Mean-Square: Bias-Variance Trade-offs and Optimal Sampling Distributions
Alexandre Défossez
Francis R. Bach
61
13
0
29 Nov 2014
Iterative Hessian sketch: Fast and accurate solution approximation for
  constrained least-squares
Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
Mert Pilanci
Martin J. Wainwright
61
204
0
03 Nov 2014
Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk
  Minimization
Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization
Yuchen Zhang
Xiao Lin
90
263
0
10 Sep 2014
Non-parametric Stochastic Approximation with Large Step sizes
Non-parametric Stochastic Approximation with Large Step sizes
Aymeric Dieuleveut
Francis R. Bach
39
169
0
02 Aug 2014
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly
  Convex Composite Objectives
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives
Aaron Defazio
Francis R. Bach
Simon Lacoste-Julien
ODL
105
1,817
0
01 Jul 2014
A Proximal Stochastic Gradient Method with Progressive Variance
  Reduction
A Proximal Stochastic Gradient Method with Progressive Variance Reduction
Lin Xiao
Tong Zhang
ODL
138
738
0
19 Mar 2014
Minimizing Finite Sums with the Stochastic Average Gradient
Minimizing Finite Sums with the Stochastic Average Gradient
Mark Schmidt
Nicolas Le Roux
Francis R. Bach
243
1,245
0
10 Sep 2013
Accelerated Proximal Stochastic Dual Coordinate Ascent for Regularized
  Loss Minimization
Accelerated Proximal Stochastic Dual Coordinate Ascent for Regularized Loss Minimization
Shai Shalev-Shwartz
Tong Zhang
ODL
75
462
0
10 Sep 2013
A Generalized Mean Field Algorithm for Variational Inference in
  Exponential Families
A Generalized Mean Field Algorithm for Variational Inference in Exponential Families
Eric Xing
Michael I. Jordan
Stuart J. Russell
54
253
0
19 Oct 2012
Stochastic Dual Coordinate Ascent Methods for Regularized Loss
  Minimization
Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
Shai Shalev-Shwartz
Tong Zhang
101
1,031
0
10 Sep 2012
Agnostic Learning of Monomials by Halfspaces is Hard
Agnostic Learning of Monomials by Halfspaces is Hard
Vitaly Feldman
V. Guruswami
P. Raghavendra
Yi Wu
73
156
0
03 Dec 2010
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