We consider the problem of finding the minimizer of a function f : Rd → R of the finite-sum form min f(w) = 1/nn i fi(w). This problem has been studied intensively in recent years in the field of machine learning (ML). One promising approach for large-scale data is to use a stochastic optimization algorithm to solve the problem. SGDLibrary is a readable, flexible and extensible pure-MATLAB library of a collection of stochastic optimization algorithms. The purpose of the library is to provide researchers and implementers a comprehensive evaluation environment for the use of these algorithms on various ML problems.
|ジャーナル||Journal of Machine Learning Research|
|出版ステータス||Published - 2018 4 1|
ASJC Scopus subject areas
- Control and Systems Engineering
- Statistics and Probability
- Artificial Intelligence