Fast Stochastic Bregman Gradient Methods: Sharp Analysis and Variance Reduction

Radu-Alexandru Dragomir, Mathieu Even, Hadrien Hendrikx

Abstract: We study the problem of minimizing a relatively-smooth convex function using stochastic Bregman gradient methods. We first prove the convergence of Bregman Stochastic Gradient Descent (BSGD) to a r...