svrg.hpp File Reference

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Classes
class	SVRGType< UpdatePolicyType, DecayPolicyType >
	Stochastic Variance Reduced Gradient is a technique for minimizing a function which can be expressed as a sum of other functions. More...

Namespaces
	mlpack
	.hpp
	mlpack::optimization

Typedefs
using	SVRG = SVRGType< SVRGUpdate, NoDecay >
	Standard stochastic variance reduced gradient. More...
using	SVRG_BB = SVRGType< SVRGUpdate, BarzilaiBorweinDecay >
	Stochastic variance reduced gradient with Barzilai-Borwein. More...

Detailed Description

Author

Marcus Edel

Stochastic variance reduced gradient (SVRG).

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file svrg.hpp.