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Accelerated First-Order Optimization Algorithms for Machine Learning

delete2020-11-01
delete28
PRE
AI
李欢 (Huan Li)
C
Cong Fang
Z
Zhouchen Lin *
DOI:10.1109/JPROC.2020.3007634delete
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Abstract

Abstract

En 中文
Numerical optimization serves as one of the pillars of machine learning. To meet the demands of big data applications, lots of efforts have been put on designing theoretically and practically fast algorithms. This article provides a comprehensive survey on accelerated first-order algorithms with a focus on stochastic algorithms. Specifically, this article starts with reviewing the basic accelerated algorithms on deterministic convex optimization, then concentrates on their extensions to stochastic convex optimization, and at last introduces some recent developments on acceleration for nonconvex optimization.
Keywords:
Numerical analysis
Machine learning algorithms
Optimization methods
Machine learning
Convergence
Complexity theory
Approximation algorithms
Convex functions
Acceleration
convex optimization
deterministic algorithms
machine learning
nonconvex optimization
stochastic algorithms
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Journal

Proceedings of the IEEE cover
Proceedings of the IEEE
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Princeton University
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peking university
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nankai university
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