Dissipativity theory for accelerating stochastic variance reduction: A unified analysis of SVRG and Katyusha using semidefinite programs

Keyphrases

• Unified Analysis 100%
• Semidefinite Programming 100%
• Dissipativity Theory 100%
• Stochastic Variance Reduction 100%
• Katyusha 100%
• Finite-sum Problem 66%
• Computational Techniques 33%
• Coupling Method 33%
• Stochastic Methods 33%
• Parameter Selection 33%
• Intuitive Thinking 33%
• Convergence Results 33%
• Convergence Analysis 33%
• Reduction Algorithm 33%
• Variance Reduction 33%
• Programming Algorithm 33%
• Stochastic Programming 33%
• Energy Conservation Principle 33%
• Linear Coupling 33%
• Gradient Estimate 33%

Mathematics

• Stochastics 100%
• Variance Reduction 100%
• Variance 66%
• Finite Sum 66%
• Reduction Algorithm 33%
• Convergence Result 33%
• Convergence Analysis 33%
• Great Deal 33%
• Conservation of Energy 33%

Computer Science

• Dissipativity 100%
• Variance Reduction 100%
• Reduction Algorithm 50%
• Mathematical Convergence 50%
• Stochastic Programming 50%
• Essential Property 50%