Fast Incremental Method for Nonconvex OptimizationEI

    Cited by: 11|Bibtex|17|

    arXiv: Optimization and Control, Volume abs/1603.061592016,

    Abstract:

    We analyze a fast incremental aggregated gradient method for optimizing nonconvex problems of the form $min_x sum_i f_i(x)$. Specifically, we analyze the SAGA algorithm within an Incremental First-order Oracle framework, and show that it converges to a stationary point provably faster than both gradient descent and stochastic gradient des...More
    Your rating :
    0

     

    Tags
    Comments