Mini-batch stochastic gradient descent with dynamic sample sizes
classification
🧮 math.OC
keywords
descentsampledynamicgradientmini-batchstochasticapplicationscompared
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We focus on solving constrained convex optimization problems using mini-batch stochastic gradient descent. Dynamic sample size rules are presented which ensure a descent direction with high probability. Empirical results from two applications show superior convergence compared to fixed sample implementations.
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