Search Results for author: Kelvin Kai Wing Ng

Found 1 papers, 0 papers with code

Guaranteed Sufficient Decrease for Variance Reduced Stochastic Gradient Descent

no code implementations20 Mar 2017 Fanhua Shang, Yuanyuan Liu, James Cheng, Kelvin Kai Wing Ng, Yuichi Yoshida

In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct.

Stochastic Optimization

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