Convergence of Distributed Stochastic Variance Reduced Methods Without Sampling Extra Data

Stochastic variance reduced methods have gained a lot of interest recently for empirical risk minimization due to its appealing run time complexity. When the data size is large and disjointly stored on different machines, it becomes imperative to distribute the implementation of such variance reduce...

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Bibliographic Details
Published in:IEEE transactions on signal processing Vol. 68; pp. 3976 - 3989
Main Authors: Cen, Shicong, Zhang, Huishuai, Chi, Yuejie, Chen, Wei, Liu, Tie-Yan
Format: Journal Article
Language:English
Published: New York IEEE 2020
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1053-587X, 1941-0476
Online Access:Get full text
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