Abstract:As a mini-batch version of the SARAH algorithm, the MB-SARAH algorithm has received extensive attention due to its simple recursive scheme for updating stochastic gradient estimates. In this paper, we give a modification of the MB-SARAH method via cooperating with the BB step-size, shorted to MB-SARAH-BB. The MB-SARAH-BB combines some advantages of both MB-SARAH and BB methods, providing robustness in selecting initial step size during the optimization process. In the framework of MB-SARAH-BB, we propose a nov… Show more
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