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stat.ML2019
A Unifying Framework for Variance Reduction Algorithms for Finding Zeroes of Monotone Operators
Xun Zhang, William B. Haskell, Zhisheng Ye
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backwa…
stat.ML2017
A Unified Framework for Stochastic Matrix Factorization via Variance Reduction
Renbo Zhao, William B. Haskell, Jiashi Feng
We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several we…