arXiv Open Access 2017

Adaptive fast gradient method in stochastic optimization tasks

Alexander Tyurin

Lihat Sumber

Abstrak

In this paper, we describe a stochastic adaptive fast gradient descent method based on the mirror variant of similar triangles method. To our knowledge, this is the first attempt to use adaptivity in stochastic method. Additionally, a main result was proved in terms of probabilities of large deviations.

Topik & Kata Kunci

math.OC

Penulis (1)

Alexander Tyurin

Format Sitasi

APA MLA BibTeX

Tyurin, A. (2017). Adaptive fast gradient method in stochastic optimization tasks. https://arxiv.org/abs/1712.00062

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2017
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓