Corpus ID: 26164706

Stochastic gradient descent methods for estimation with large data sets

  title={Stochastic gradient descent methods for estimation with large data sets},
  author={D. Tran and Panos Toulis and E. Airoldi},
  journal={arXiv: Computation},
  • D. Tran, Panos Toulis, E. Airoldi
  • Published 2015
  • Mathematics
  • arXiv: Computation
  • We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one iterate as a parameter estimate, and successively update that iterate based on a single data point. When the update is based on a noisy gradient, the stochastic approximation is known as standard stochastic gradient descent, which has been fundamental in modern… CONTINUE READING
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