SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient

Lam M. Nguyen, Jie Liu, Katya Scheinberg, Martin Takác

Abstract: In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the...