1 code implementation • ICML 2018 • Clarice Poon, Jingwei Liang, Carola Schoenlieb
In this paper, we present a local convergence anal- ysis for a class of stochastic optimisation meth- ods: the proximal variance reduced stochastic gradient methods, and mainly focus on SAGA (Defazio et al., 2014) and Prox-SVRG (Xiao & Zhang, 2014).
