Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Towards closing the gap between the theory and practice of SVRG   Among the very first variance reduced stochastic methods for solving the
empirical risk minimization problem was the SVRG method (Johnson & Zhang 2013).
SVRG is an inner-outer loop based method, where in the outer loop a reference
full gradient is evaluated, after which $m \in \mathbb{N}$ steps of an inner
loop are executed where the reference gradient is used to build a variance
reduced estimate of the current gradient. The simplicity of the SVRG method and
its analysis have led to multiple extensions and variants for even non-convex
optimization. We provide a more general analysis of SVRG than had been
previously done by using arbitrary sampling, which allows us to analyse
virtually all forms of mini-batching through a single theorem. Furthermore, our
analysis is focused on more practical variants of SVRG including a new variant
of the loopless SVRG (Hofman et al 2015, Kovalev et al 2019, Kulunchakov and
Mairal 2019) and a variant of k-SVRG (Raj and Stich 2018) where $m=n$ and where
$n$ is the number of data points. Since our setup and analysis reflect what is
done in practice, we are able to set the parameters such as the mini-batch size
and step size using our theory in such a way that produces a more efficient
algorithm in practice, as we show in extensive numerical experiments.

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The categories of this paper are: nucl-ex
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The categories of this paper are: patt-sol
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The categories of this paper are: mtrl-th
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The categories of this paper are: stat
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The categories of this paper are: eess
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The categories of this paper are: math-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: cond-mat
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The categories of this paper are: gr-qc
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The categories of this paper are: solv-int
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The categories of this paper are: chem-ph
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The categories of this paper are: astro-ph
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The categories of this paper are: quant-ph
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The categories of this paper are: atom-ph
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The categories of this paper are: hep-lat
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The categories of this paper are: ao-sci