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Empirical Loss Minimization Traffic sign - STOP Sample - PowerPoint PPT Presentation

Empirical Loss Minimization Traffic sign - STOP Sample i.i.d. points Stochastic Gradient Descent Lon Bottou, Frank E Curtis, Jorge Nocedal Optimization methods for large-scale machine learning SVRG:


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  3. Empirical Loss Minimization

  4. Traffic sign - STOP

  5. Sample i.i.d. points

  6. Stochastic Gradient Descent

  7. ● ● ● ● ● Léon Bottou, Frank E Curtis, Jorge Nocedal Optimization methods for large-scale machine learning

  8. SVRG: Stochastic Variance Reduced Gradient

  9. ● Unbiased stochastic gradient:

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  11. SAG/SAGA

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  14. SARAH č

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  19. RCV Dataset SVRG and SARAH need full gradient after restart Variance of SVRG is decreased after each restart Variance of SARAH goes to zero

  20. SARAH+ Practical Variant

  21. good performance across many datasets

  22. Numerical Experiments

  23. One has to tune parameters to get a good performance! Not for SARAH+!

  24. Summary

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  26. Convex Case

  27. Non-Convex Case

  28. Any Questions?

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