Global convergence rate of incremental aggregated gradient methods for nonsmooth problems
We analyze the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions f(x) = Σ[subscript i=1]m f[subscript i](x) and a convex function r(x). Such composite optimization problems arise in a number of machine learning applications...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2017-10-04T15:08:51Z.
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| Subjects: | |
| Online Access: | Get fulltext |