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- research-articleJune 2017
Katyusha: the first direct acceleration of stochastic gradient methods
STOC 2017: Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of ComputingPages 1200–1205https://doi.org/10.1145/3055399.3055448Nesterov's momentum trick is famously known for accelerating gradient descent, and has been proven useful in building fast iterative algorithms. However, in the stochastic setting, counterexamples exist and prevent Nesterov's momentum from providing ...
