SEGA: Variance Reduction via Gradient Sketching

Filip Hanzely, Konstantin Mishchenko, Peter Richtárik. SEGA: Variance Reduction via Gradient Sketching. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 2086-2097, 2018. [doi]

Authors

Filip Hanzely

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Konstantin Mishchenko

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Peter Richtárik

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