Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm

2015/02/02 by Deanna Needell, Nathan Srebro, Rachel Ward · 7 citations
Computer Science · Engineering · Mathematics · #Algorithm #Applied mathematics #Computer science #Convergence (economics) #Convexity #Estimator #Least-squares function approximation #Markov Chains and Monte Carlo Methods #Mathematical analysis #Mathematical optimization #Mathematics #Rate of convergence #Sampling (signal processing) #Smoothness #Sparse and Compressive Sensing Techniques #Statistics #Stochastic Gradient Optimization Techniques #Stochastic gradient descent

paper · doi:10.1007/s10107-015-0864-7

openalex publication_date 2015/02/02 · crossref created 2015/02/02 · crossref issued 2015/02/03 · crossref published 2015/02/03 · crossref published-online 2015/02/03 · crossref published-print 2016/01/01 · crossref deposited 2023/08/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01 · crossref indexed 2026/08/01

Citations

• Fundamentals of Computerized Tomography
• Stochastic Optimization with Importance Sampling
• An Asynchronous Parallel Randomized Kaczmarz Algorithm
• Gradient methods for convex minimization: better rates under weaker conditions
• A Stochastic Approximation Method
• A Stochastic Gradient Method with an Exponential Convergence Rate for Finite Training Sets
• A Statistical Perspective on Algorithmic Leveraging

Cited by

• Large Scale High-Dimensional Reduced-Rank Linear Discriminant Analysis
• A Fast Stochastic Plug-and-Play ADMM for Imaging Inverse Problems
• Stochastic Newton and Quasi-Newton Methods for Large Linear\n Least-squares Problems
• Stochastic Learning Under Random Reshuffling With Constant Step-Sizes
• Randomized Kaczmarz with Averaging
• Targeted Deep Learning: Framework, Methods, and Applications
• Kaczmarz method [wikipedia]