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math.NA2013
Online and Stochastic Universal Gradient Methods for Minimizing Regularized Hölder Continuous Finite Sums
Ziqiang Shi, Rujie Liu
Online and stochastic gradient methods have emerged as potent tools in large scale optimization with both smooth convex and nonsmooth convex problems from the classes $C^{1,1}(\rea…
math.NA2013
Online and stochastic Douglas-Rachford splitting method for large scale machine learning
Ziqiang Shi, Rujie Liu
Online and stochastic learning has emerged as powerful tool in large scale optimization. In this work, we generalize the Douglas-Rachford splitting (DRs) method for minimizing comp…