15 citations · 18 across the 2 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.OC2018
Stochastic Quasi-Gradient Methods: Variance Reduction via Jacobian Sketching
Robert M. Gower, Peter Richtárik, Francis Bach
We develop a new family of variance reduced stochastic gradient descent methods for minimizing the average of a very large number of smooth functions. Our method --JacSketch-- is m…
stat.ML2018
Greedy stochastic algorithms for entropy-regularized optimal transport problems
Brahim Khalil Abid, Robert M. Gower
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their h…