Online Adaptive Methods, Universality and Acceleration

Kfir Y. Levy, Alp Yurtsever, Volkan Cevher

Neural Information Processing Systems 

Conversely, adaptive first order methods are very popular in Machine Learning, with AdaGrad, [12],beingthemostprominent methodamongthisclass. AdaGrad isanonlinelearning algorithm which adapts its learning rate using the feedback (gradients) received through the optimization process, and is known to successfully handle noisy feedback.

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