Top 2 variance-reduction open source projects
SGDLibrary
MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20
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matlabHTMLcMakefilemachine-learningbig-dataoptimizationlinear-regressionmachine-learning-algorithmssgdclassificationlogistic-regressiongradientoptimization-algorithmsonline-learninggradient-descent-algorithmvariance-reductionstochastic-gradient-descentnewtons-methodstochastic-optimization-algorithmsquasi-newtonsoftmax-classificationsvrgARM-gradient
Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
1-2 of 2 variance-reduction projects