A stochastic gradient descent algorithm with random search directions

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A stochastic gradient descent algorithm with random search directions

25 March 2025

Eméric Gbaguidi

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Papers citing "A stochastic gradient descent algorithm with random search directions"

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Title
On the SAGA algorithm with decreasing step Luis Fredes Bernard Bercu Eméric Gbaguidi 51 1 0 02 Oct 2024
SGD with Coordinate Sampling: Theory and Practice Rémi Leluc Franccois Portier 56 6 0 25 May 2021
Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods Xi Chen Zehua Lai He Li Yichen Zhang 48 16 0 05 Feb 2021
A Unified Theory of SGD: Variance Reduction, Sampling, Quantization and Coordinate Descent Eduard A. Gorbunov Filip Hanzely Peter Richtárik 103 147 0 27 May 2019
An efficient stochastic Newton algorithm for parameter estimation in logistic regressions Bernard Bercu Antoine Godichon Bruno Portier 44 23 0 16 Apr 2019
Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures Bernard Bercu Jérémie Bigot 58 19 0 21 Dec 2018
Even Faster Accelerated Coordinate Descent Using Non-Uniform Sampling Zeyuan Allen-Zhu Zheng Qu Peter Richtárik Yang Yuan 79 171 0 30 Dec 2015
Coordinate Descent Converges Faster with the Gauss-Southwell Rule Than Random Selection J. Nutini Mark Schmidt I. Laradji M. Friedlander H. Koepke 75 224 0 01 Jun 2015
Stochastic Gradient Descent, Weighted Sampling, and the Randomized Kaczmarz algorithm Deanna Needell Nathan Srebro Rachel A. Ward 151 555 0 21 Oct 2013
On Optimal Probabilities in Stochastic Coordinate Descent Methods Peter Richtárik Martin Takáč 95 130 0 13 Oct 2013
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression Francis R. Bach 96 165 0 25 Mar 2013
Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang 187 1,033 0 10 Sep 2012