## SGDLibrary: A MATLAB library for stochastic optimization algorithms

*Hiroyuki Kasai*; 18(215):1−5, 2018.

### Abstract

We consider the problem of finding the minimizer of a function
$f: \mathbb{R}^d \rightarrow \mathbb{R}$ of the finite-sum form
$\min f(w) = 1/n\sum_{i}^n f_i(w)$. This problem has been
studied intensively in recent years in the field of machine
learning (ML). One promising approach for large-scale data is to
use a stochastic optimization algorithm to solve the problem.
SGDLibrary is a readable, flexible and extensible pure-MATLAB
library of a collection of stochastic optimization algorithms.
The purpose of the library is to provide researchers and
implementers a comprehensive evaluation environment for the use
of these algorithms on various ML problems.

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