17 citations · 30 across the 7 of their papers we have counts for
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math.OC2019★ 9 cited
Towards closing the gap between the theory and practice of SVRG
Othmane Sebbouh, Nidham Gazagnadou, Samy Jelassi +2
Among the very first variance reduced stochastic methods for solving the empirical risk minimization problem was the SVRG method (Johnson & Zhang 2013). SVRG is an inner-outer loop…
math.OC2019★ 17 cited
Optimal mini-batch and step sizes for SAGA
Nidham Gazagnadou, Robert M. Gower, Joseph Salmon
Recently it has been shown that the step sizes of a family of variance reduced gradient methods called the JacSketch methods depend on the expected smoothness constant. In particul…