Katyusha X: Simple Momentum Method for Stochastic Sum-of-Nonconvex Optimization

The problem of minimizing sum-of-nonconvex functions (i.e., convex functions that are average of non-convex ones) is becoming increasing important in machine learning, and is the core machinery for PCA, SVD, regularized Newton’s method, accelerated non-convex optimization, and more. We show how to provably obtain an accelerated stochastic algorithm for minimizing sum-of-nonconvex functions, by adding one additional line to the well-known SVRG method... (read more)

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METHOD TYPE
LINE
Graph Embeddings
PCA
Dimensionality Reduction