Surpassing Gradient Descent Provably: A Cyclic Incremental Method with Linear Convergence Rate
Surpassing Gradient Descent Provably: A Cyclic Incremental Method with Linear Convergence Rate
Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these boil down to the problem of minimizing an average of a finite set of smooth and strongly convex functions where the number of functions $n$ is large. The gradient descent (GD) …