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Title: GitHub - hiroyuki-kasai/SGDLibrary: MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20

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X Title: GitHub - hiroyuki-kasai/SGDLibrary: MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20

Description: MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20 - hiroyuki-kasai/SGDLibrary

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https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#sgdlibrary--stochastic-optimization-algorithm-library-in-matlaboctave
Hiroyuki Kasaihttp://kasai.comm.waseda.ac.jp/kasai/
https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#announcement
https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#introduction
GNU Octavehttps://www.gnu.org/software/octave/
GDLibraryhttps://github.com/hiroyuki-kasai/GDLibrary
https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#document
SGDLibrary: A MATLAB library for stochastic optimization algorithmshttp://www.jmlr.org/papers/v18/17-632.html
arXiv:1710.10951https://arxiv.org/abs/1710.10951
https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#-list-of-the-algorithms-available-in-sgdlibrary-
A stochastic approximation methodhttps://www.jstor.org/stable/pdf/2236626.pdf
Online learning and stochastic approximationshttp://leon.bottou.org/publications/pdf/online-1998.pdf
On the importance of initialization and momentum in deep learninghttps://dl.acm.org/citation.cfm?id=3043064
Adaptive subgradient methods for online learning and stochastic optimizationhttp://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf
AdaDelta: An adaptive learning rate methodhttp://arxiv.org/abs/1212.5701
Adam: A method for stochastic optimizationhttp://arxiv.org/pdf/1412.6980.pdf
Adam: A method for stochastic optimizationhttp://arxiv.org/pdf/1412.6980.pdf
Accelerating stochastic gradient descent using predictive variance reductionhttp://papers.nips.cc/paper/4937-accelerating-stochastic-gradient-descent-using-predictive-variance-reduction.pdf
A stochastic gradient method with an exponential convergence rate for finite training setshttps://papers.nips.cc/paper/4633-a-stochastic-gradient-method-with-an-exponential-convergence-_rate-for-finite-training-sets.pdf
SAGA: A fast incremental gradient method with support for non-strongly convex composite objectiveshttps://papers.nips.cc/paper/5258-saga-a-fast-incremental-gradient-method-with-support-for-non-strongly-convex-composite-objectives.pdf
SARAH: A novel method for machine learning problems using stochastic recursive gradienthttps://arxiv.org/abs/1703.00102
A stochastic quasi-Newton method for large-scale optimizationhttp://epubs.siam.org/doi/abs/10.1137/140954362?journalCode=sjope8
A linearly-convergent stochastic L-BFGS Algorithmhttp://www.jmlr.org/proceedings/papers/v51/moritz16.html
Accelerating SVRG via second-order informationhttp://www.opt-ml.org/papers/OPT2015_paper_41.pdf
Accelerating SVRG via second-order informationhttp://www.opt-ml.org/papers/OPT2015_paper_41.pdf
A stochastic quasi-Newton method for online convex optimization http://www.jmlr.org/proceedings/papers/v2/schraudolph07a/schraudolph07a.pdf
A stochastic quasi-Newton method for online convex optimization http://www.jmlr.org/proceedings/papers/v2/schraudolph07a/schraudolph07a.pdf
Global convergence of online limited memory BFGShttps://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary/blob/master/www.jmlr.org/papers/volume16/mokhtari15a/mokhtari15a.pdf
RES: Regularized stochastic BFGS algorithmhttp://ieeexplore.ieee.org/document/6899692/
Stochastic quasi-Newton methods for nonconvex stochastic optimizationhttps://arxiv.org/pdf/1607.01231v3.pdf
An Incremental Quasi-Newton Method with a Local Superlinear Convergence Ratehttps://arxiv.org/abs/1702.00709
Sub-sampled Cubic Regularization for non-convex optimizationhttp://proceedings.mlr.press/v70/kohler17a.html
Trust region methodshttps://epubs.siam.org/doi/book/10.1137/1.9780898719857
Barzilai-Borwein step size for stochastic gradient descenthttps://arxiv.org/pdf/1605.04131v2.pdf
https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#algorithm-configurations
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https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#license
A. Mokhtarihttps://fling.seas.upenn.edu/~aryanm/wiki/index.php?n=Main.HomePage
J. M. Kohler and A. Lucchihttps://github.com/dalab/subsampled_cubic_regularization
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FOMhttps://sites.google.com/site/fomsolver/
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GDLibraryhttps://github.com/hiroyuki-kasai/GDLibrary
https://patch-diff.githubusercontent.com/hiroyuki-kasai/SGDLibrary#problems-or-questions
Hiroyuki Kasaihttp://kasai.comm.waseda.ac.jp/kasai/
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