Stochastic Primal-Dual Method for Empirical Risk Minimization with $\mathcal{O}(1)$ Per-Iteration Complexity

NeurIPS 2018 Conghui TanTong ZhangShiqian MaJi Liu

Regularized empirical risk minimization problem with linear predictor appears frequently in machine learning. In this paper, we propose a new stochastic primal-dual method to solve this class of problems... (read more)

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