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SpiderBoost and Momentum: Faster Stochastic Variance Reduction Algorithms

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019), (2020)

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SARAH and SPIDER are two recently developed stochastic variance-reduced algorithms, and SPIDER has been shown to achieve a near-optimal first-order oracle complexity in smooth nonconvex optimization. However, SPIDER uses an accuracy-dependent stepsize that slows down the convergence in practice, and cannot handle objective functions that ...More

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