Stochastic Variance-Reduced ADMM

24 Apr 2016Shuai ZhengJames T. Kwok

The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and SDCA-ADMM that have fast convergence rates and low iteration complexities... (read more)

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