Stochastic quasi-gradient methods: variance reduction via Jacobian sketching

Robert M. Gower, Peter Richtárik, Francis Bach

Open source

DOI
10.1007/s10107-020-01506-0
Published
2020-05-12
Container
Mathematical Programming
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1007/s10107-020-01506-0,
  title = {Stochastic quasi-gradient methods: variance reduction via Jacobian sketching},
  author = {Robert M. Gower and Peter Richtárik and Francis Bach},
  year = {2020},
  journal = {Mathematical Programming},
  doi = {10.1007/s10107-020-01506-0},
  url = {https://doi.org/10.1007/s10107-020-01506-0}
}

RIS

TY  - JOUR
TI  - Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
AU  - Robert M. Gower
AU  - Peter Richtárik
AU  - Francis Bach
PY  - 2020
JO  - Mathematical Programming
DO  - 10.1007/s10107-020-01506-0
UR  - https://doi.org/10.1007/s10107-020-01506-0
ER  - 

APA

Gower, R. M., Richtárik, P., & Bach, F. (2020). Stochastic quasi-gradient methods: variance reduction via Jacobian sketching. Mathematical Programming. https://doi.org/10.1007/s10107-020-01506-0

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