• Corpus ID: 162184306

Acceleration of SVRG and Katyusha X by Inexact Preconditioning

  title={Acceleration of SVRG and Katyusha X by Inexact Preconditioning},
  author={Yanli Liu and Fei Feng and Wotao Yin},
Empirical risk minimization is an important class of optimization problems with many popular machine learning applications, and stochastic variance reduction methods are popular choices for solving them. Among these methods, SVRG and Katyusha X (a Nesterov accelerated SVRG) achieve fast convergence without substantial memory requirement. In this paper, we propose to accelerate these two algorithms by \textit{inexact preconditioning}, the proposed methods employ \textit{fixed} preconditioners… 
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