中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 自动化研究所
  3. 中国科学院自动化研究所
  4. 多模态人工智能系统全国重点实验室
  5. 模式分析与学习团队
Stochastic Conjugate Gradient Algorithm With Variance Reduction

文献类型：期刊论文

作者Jin, Xiao-Bo1; Zhang, Xu-Yao2; Huang, Kaizhu3; Geng, Guang-Gang4
刊名IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
出版日期2019-05-01
卷号30期号:5页码:1360-1369
关键词Computational efficiency covariance reduction empirical risk minimization (ERM) linear convergence stochastic conjugate gradient (CG)
ISSN号2162-237X
DOI10.1109/TNNLS.2018.2868835
通讯作者Geng, Guang-Gang(gengguanggang@cnnic.cn)
英文摘要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 variance reduction(1) and we prove its linear convergence with the Fletcher and Reeves method for strongly convex and smooth functions. We experimentally demonstrate that the CG with variance reduction algorithm converges faster than its counterparts for four learning models, which may be convex, nonconvex or nonsmooth. In addition, its area under the curve performance on six large-scale data sets is comparable to that of the LIBLINEAR solver for the L2-regularized L2-loss but with a significant improvement in computational efficiency.
WOS关键词GLOBAL CONVERGENCE
资助项目Fundamental Research Funds for the Henan Provincial Colleges and Universities in Henan University of Technology[2016RCJH06] ; National Natural Science Foundation of China[61103138] ; National Natural Science Foundation of China[61602154] ; National Natural Science Foundation of China[61375039] ; National Natural Science Foundation of China[61473236] ; National Natural Science Foundation of China[U1804326] ; National Key Research & Development Program[2016YFD0400104-5] ; National Basic Research Program of China[2012CB316301]
WOS研究方向Computer Science ; Engineering
语种英语
WOS记录号WOS:000466192100007
出版者IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
资助机构Fundamental Research Funds for the Henan Provincial Colleges and Universities in Henan University of Technology ; National Natural Science Foundation of China ; National Key Research & Development Program ; National Basic Research Program of China
源URL[http://ir.ia.ac.cn/handle/173211/24223]  
专题自动化研究所_模式识别国家重点实验室_模式分析与学习团队
通讯作者Geng, Guang-Gang
作者单位1.Henan Univ Technol, Dept Informat Sci & Engn, Zhengzhou 450001, Henan, Peoples R China
2.Chinese Acad Sci, Inst Automat, Natl Lab Pattern Recognit, Beijing 100190, Peoples R China
3.Xian Jiaotong Liverpool Univ, Dept Elect & Elect Engn, Suzhou 215123, Peoples R China
4.Chinese Acad Sci, Comp Network Informat Ctr, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Jin, Xiao-Bo,Zhang, Xu-Yao,Huang, Kaizhu,et al. Stochastic Conjugate Gradient Algorithm With Variance Reduction[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,2019,30(5):1360-1369.
APA Jin, Xiao-Bo,Zhang, Xu-Yao,Huang, Kaizhu,&Geng, Guang-Gang.(2019).Stochastic Conjugate Gradient Algorithm With Variance Reduction.IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,30(5),1360-1369.
MLA Jin, Xiao-Bo,et al."Stochastic Conjugate Gradient Algorithm With Variance Reduction".IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 30.5(2019):1360-1369.

入库方式： OAI收割

来源：自动化研究所

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。