Local Convergence Properties of SAGA/Prox-SVRG and Acceleration

Clarice Poon, Jingwei Liang, Carola-Bibiane Schoenlieb

Abstract: In this paper, we present a local convergence anal- ysis for a class of stochastic optimisation meth- ods: the proximal variance reduced stochastic gradient methods, and mainly focus on SAGA (Defaz...