Stochastic primal-dual method for empirical risk minimization with O(1) per-iteration complexity

Keyphrases

• Primal-dual Algorithm 100%
• Empirical Risk Minimization 100%
• Iteration Complexity 100%
• Numerical Experiments 50%
• Minimization Problem 50%
• Machine Learning 50%
• Variance Reduction 50%
• High-dimensional Problems 50%
• Linear Predictor 50%
• Regularized Empirical Risk Minimization 50%

Mathematics

• Stochastics 100%
• Empirical Risk Minimization 100%
• Numerical Experiment 50%
• Dimensional Problem 50%
• Minimization Problem 50%
• Variance Reduction 50%
• Linear Predictor 50%