Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Random Reshuffling with Variance Reduction: New Analysis and Better
  Rates   Virtually all state-of-the-art methods for training supervised machine
learning models are variants of SGD enhanced with a number of additional
tricks, such as minibatching, momentum, and adaptive stepsizes. One of the
tricks that works so well in practice that it is used as default in virtually
all widely used machine learning software is {\em random reshuffling (RR)}.
However, the practical benefits of RR have until very recently been eluding
attempts at being satisfactorily explained using theory. Motivated by recent
development due to Mishchenko, Khaled and Richt\'{a}rik (2020), in this work we
provide the first analysis of SVRG under Random Reshuffling (RR-SVRG) for
general finite-sum problems. First, we show that RR-SVRG converges linearly
with the rate $\mathcal{O}(\kappa^{3/2})$ in the strongly-convex case, and can
be improved further to $\mathcal{O}(\kappa)$ in the big data regime (when $n >
\mathcal{O}(\kappa)$), where $\kappa$ is the condition number. This improves
upon the previous best rate $\mathcal{O}(\kappa^2)$ known for a variance
reduced RR method in the strongly-convex case due to Ying, Yuan and Sayed
(2020). Second, we obtain the first sublinear rate for general convex problems.
Third, we establish similar fast rates for Cyclic-SVRG and Shuffle-Once-SVRG.
Finally, we develop and analyze a more general variance reduction scheme for
RR, which allows for less frequent updates of the control variate. We
corroborate our theoretical results with suitably chosen experiments on
synthetic and real datasets.

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The categories of this paper are: physics
28
The categories of this paper are: alg-geom
30
The categories of this paper are: q-alg
22
The categories of this paper are: chao-dyn
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The categories of this paper are: solv-int
0
The categories of this paper are: hep-ph
32
The categories of this paper are: atom-ph
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The categories of this paper are: math-ph
35
The categories of this paper are: mtrl-th
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The categories of this paper are: hep-th
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The categories of this paper are: cmp-lg
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The categories of this paper are: econ
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The categories of this paper are: nucl-th
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The categories of this paper are: hep-ex
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The categories of this paper are: patt-sol
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The categories of this paper are: q-bio