IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stochastic Conjugate Gradient Algorithm With Variance Reduction

Author(s): Xiao-Bo Jin ; Xu-Yao Zhang ; Kaizhu Huang ; Guang-Gang Geng
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 10
ISSN (Electronic): 2162-2388
ISSN (Paper): 2162-237X
DOI: 10.1109/TNNLS.2018.2868835
Regular:

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with... View More

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