Stochastic Gradient Descent, Weighted Sampling, and the Randomized Kaczmarz algorithm

Deanna Needell, Rachel Ward, Nathan Srebro. Stochastic Gradient Descent, Weighted Sampling, and the Randomized Kaczmarz algorithm. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 1017-1025, 2014. [doi]

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