most citedKatalyst: Boosting Convex Katayusha for Non-Convex Problems with a Large Condition Number

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math.OC2018★ 4 cited

Katalyst: Boosting Convex Katayusha for Non-Convex Problems with a Large Condition Number

Zaiyi Chen, Yi Xu, Haoyuan Hu +1

In this paper, we propose a new SVRG-style acceleated stochastic algorithm for solving a family of non-convex optimization problems whose objective consists of a sum of smooth…