Université de Lille, CNRS, Centrale Lille UMR 9189 – CRIStAL, F-59000 Lille, France; National University of Singapore, Institute of Operations Research and Analytics, 10 Lower Kent Ridge Road, 119076, Singapore; National University of Singapore, Department of Mathematics, 10 Lower Kent Ridge Road, 119076, Singapore
Rémi Bardenet, Subhroshekhar Ghosh, Meixia LIN
determinantal point processes;variance reduction;stochastic gradient descent;orthogonal polynomials
Determinantal point processes based on orthogonal polynomials for sampling minibatches in SGD