Matches in SemOpenAlex for { <https://semopenalex.org/work/W3035758834> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W3035758834 abstract "In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard stochastic gradient descent method, its accelerated variant, and the stochastic heavy ball method. In the iterates of each scheme, the unavailable exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample-size increases geometrically, the generated estimates converge in mean to the optimal solution at a geometric rate. Based on this result, we provide a unified framework to show that the rescaled estimation errors converge in distribution to a normal distribution, in which the covariance matrix depends on the Hessian matrix, covariance of the gradient noise, and the steplength. If the sample-size increases at a polynomial rate, we show that the estimation errors decay at the corresponding polynomial rate and establish the corresponding central limit theorems (CLTs). Finally, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs, and test the theoretic findings on a stochastic parameter estimation problem." @default.
- W3035758834 created "2020-06-19" @default.
- W3035758834 creator A5041336945 @default.
- W3035758834 creator A5047034022 @default.
- W3035758834 date "2020-06-13" @default.
- W3035758834 modified "2023-09-23" @default.
- W3035758834 title "Variance-Reduced Accelerated First-order Methods: Central Limit Theorems and Confidence Statements" @default.
- W3035758834 cites W2337540838 @default.
- W3035758834 cites W2520472982 @default.
- W3035758834 cites W2738275598 @default.
- W3035758834 cites W2902967745 @default.
- W3035758834 cites W2940300781 @default.
- W3035758834 cites W2962930655 @default.
- W3035758834 doi "https://doi.org/10.48550/arxiv.2006.07769" @default.
- W3035758834 hasPublicationYear "2020" @default.
- W3035758834 type Work @default.
- W3035758834 sameAs 3035758834 @default.
- W3035758834 citedByCount "0" @default.
- W3035758834 crossrefType "posted-content" @default.
- W3035758834 hasAuthorship W3035758834A5041336945 @default.
- W3035758834 hasAuthorship W3035758834A5047034022 @default.
- W3035758834 hasBestOaLocation W30357588341 @default.
- W3035758834 hasConcept C105795698 @default.
- W3035758834 hasConcept C106487976 @default.
- W3035758834 hasConcept C126255220 @default.
- W3035758834 hasConcept C127162648 @default.
- W3035758834 hasConcept C129848803 @default.
- W3035758834 hasConcept C134306372 @default.
- W3035758834 hasConcept C151201525 @default.
- W3035758834 hasConcept C159985019 @default.
- W3035758834 hasConcept C166785042 @default.
- W3035758834 hasConcept C178650346 @default.
- W3035758834 hasConcept C185142706 @default.
- W3035758834 hasConcept C192562407 @default.
- W3035758834 hasConcept C203616005 @default.
- W3035758834 hasConcept C28826006 @default.
- W3035758834 hasConcept C31258907 @default.
- W3035758834 hasConcept C33923547 @default.
- W3035758834 hasConcept C41008148 @default.
- W3035758834 hasConcept C57869625 @default.
- W3035758834 hasConcept C90119067 @default.
- W3035758834 hasConceptScore W3035758834C105795698 @default.
- W3035758834 hasConceptScore W3035758834C106487976 @default.
- W3035758834 hasConceptScore W3035758834C126255220 @default.
- W3035758834 hasConceptScore W3035758834C127162648 @default.
- W3035758834 hasConceptScore W3035758834C129848803 @default.
- W3035758834 hasConceptScore W3035758834C134306372 @default.
- W3035758834 hasConceptScore W3035758834C151201525 @default.
- W3035758834 hasConceptScore W3035758834C159985019 @default.
- W3035758834 hasConceptScore W3035758834C166785042 @default.
- W3035758834 hasConceptScore W3035758834C178650346 @default.
- W3035758834 hasConceptScore W3035758834C185142706 @default.
- W3035758834 hasConceptScore W3035758834C192562407 @default.
- W3035758834 hasConceptScore W3035758834C203616005 @default.
- W3035758834 hasConceptScore W3035758834C28826006 @default.
- W3035758834 hasConceptScore W3035758834C31258907 @default.
- W3035758834 hasConceptScore W3035758834C33923547 @default.
- W3035758834 hasConceptScore W3035758834C41008148 @default.
- W3035758834 hasConceptScore W3035758834C57869625 @default.
- W3035758834 hasConceptScore W3035758834C90119067 @default.
- W3035758834 hasLocation W30357588341 @default.
- W3035758834 hasLocation W30357588342 @default.
- W3035758834 hasOpenAccess W3035758834 @default.
- W3035758834 hasPrimaryLocation W30357588341 @default.
- W3035758834 hasRelatedWork W1859472506 @default.
- W3035758834 hasRelatedWork W1999077371 @default.
- W3035758834 hasRelatedWork W2024105718 @default.
- W3035758834 hasRelatedWork W2076965643 @default.
- W3035758834 hasRelatedWork W2278915560 @default.
- W3035758834 hasRelatedWork W2410837842 @default.
- W3035758834 hasRelatedWork W2552050053 @default.
- W3035758834 hasRelatedWork W2790537288 @default.
- W3035758834 hasRelatedWork W3162128114 @default.
- W3035758834 hasRelatedWork W4287182652 @default.
- W3035758834 isParatext "false" @default.
- W3035758834 isRetracted "false" @default.
- W3035758834 magId "3035758834" @default.
- W3035758834 workType "article" @default.