Stochastic Conjugate Gradient Algorithm With Variance Reduction
نویسندگان
چکیده
منابع مشابه
Stochastic Conjugate Gradient Algorithm with Variance Reduction
Conjugate gradient methods are a class of important methods for solving linear equations and nonlinear optimization. In our work, we propose a new stochastic conjugate gradient algorithm with variance reduction (CGVR) and prove its linear convergence with the Fletcher and Revves method for strongly convex and smooth functions. We experimentally demonstrate that the CGVR algorithm converges fast...
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ژورنال
عنوان ژورنال: IEEE Transactions on Neural Networks and Learning Systems
سال: 2019
ISSN: 2162-237X,2162-2388
DOI: 10.1109/tnnls.2018.2868835