svrg.hpp File Reference
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Classes

class  SVRGType< UpdatePolicyType, DecayPolicyType >
 Stochastic Variance Reduced Gradient is a technique for minimizing a function which can be expressed as a sum of other functions. More...

 

Namespaces

 mlpack
 
.hpp
 
 mlpack::optimization
 

Typedefs

using SVRG = SVRGType< SVRGUpdate, NoDecay >
 Standard stochastic variance reduced gradient. More...

 
using SVRG_BB = SVRGType< SVRGUpdate, BarzilaiBorweinDecay >
 Stochastic variance reduced gradient with Barzilai-Borwein. More...

 

Detailed Description

Author
Marcus Edel

Stochastic variance reduced gradient (SVRG).

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file svrg.hpp.