Peilin Zhao, Tong Zhang. Stochastic Optimization with Importance Sampling for Regularized Loss Minimization. In Francis R. Bach, David M. Blei, editors, Proceedings of the 32nd International Conference on Machine Learning, ICML 2015, Lille, France, 6-11 July 2015. Volume 37 of JMLR Proceedings, pages 1-9, JMLR.org, 2015. [doi]
Abstract is missing.