Stochastic Variance Reduction for Nonconvex Optimization

Sashank J. Reddi, Ahmed Hefny, Suvrit Sra, Barnabás Póczos, Alexander J. Smola

Abstract: We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for convex optimizatio...