Almost Tune-Free Variance Reduction

AlmostTune-FreeVarianceReductionBingcongLi1LingdaWang2GeorgiosB.Giannakis1AbstractThestandardapproachtosolve(1)isgradientdescent(GD)(Nesterov,2004),whichupdatesthedecisionvariableviaThevarianceredu...