Division of Decision and Control Systems, KTH Royal Institute of Technology, SE-100 44 Stockholm, Sweden; LSC, NCMIS, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China; School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China; Department of Electrical Engineering, University of Notre Dame, IN, USA
Ruinan Jin, Yu XING, Xingkang He
stochastic gradient descent;adaptive gradient algorithm;asymptotic convergence
On the Convergence of mSGD and AdaGrad for Stochastic Optimization