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Vowpal Wabbit (VW) is an open-source fast online interactive machine learning system library and program developed originally at Yahoo! Research, and currently at Microsoft Research.
Stochastic gradient descent competes with the L-BFGS algorithm, [citation needed] which is also widely used. Stochastic gradient descent has been used since at least 1960 for training linear regression models, originally under the name ADALINE. [25] Another stochastic gradient descent algorithm is the least mean squares (LMS) adaptive filter.
Gradient descent with momentum remembers the solution update at each iteration, and determines the next update as a linear combination of the gradient and the previous update. For unconstrained quadratic minimization, a theoretical convergence rate bound of the heavy ball method is asymptotically the same as that for the optimal conjugate ...
In optimization, a gradient method is an algorithm to solve problems of the form min x ∈ R n f ( x ) {\displaystyle \min _{x\in \mathbb {R} ^{n}}\;f(x)} with the search directions defined by the gradient of the function at the current point.
Gradient method — method that uses the gradient as the search direction Gradient descent. Stochastic gradient descent; Landweber iteration — mainly used for ill-posed problems; Successive linear programming (SLP) — replace problem by a linear programming problem, solve that, and repeat
Deep backward stochastic differential equation method is a numerical method that combines deep learning with Backward stochastic differential equation (BSDE). This method is particularly useful for solving high-dimensional problems in financial derivatives pricing and risk management .
Stochastic gradient descent; Backpropagation; ... As noted above, gradient descent tells us that our change for each weight should be proportional to the gradient.
Stochastic calculus; Stochastic convergence; Stochastic differential equation; Stochastic dominance; Stochastic drift; Stochastic equicontinuity; Stochastic gradient descent; Stochastic grammar; Stochastic investment model; Stochastic kernel estimation; Stochastic matrix; Stochastic modelling (insurance) Stochastic optimization; Stochastic ...