Stochastic_BB

Python implementation of SVRG-BB and SGD-BB algorithms of the following paper:

"Barzilai-Borwein Step Size for Stochastic Gradient Descent". Conghui Tan, Shiqian Ma, Yu-Hong Dai, Yuqiu Qian. NIPS 2016.

Please cite this paper if you use this code in your published research project.

Files

• stochastic_bb.py: the source code for SVRG-BB and SGD-BB algorithms
• example.py: an example showing how to use these two algorithms

Requirements

The code can be run with Python 3, with numpy package installed.

Theoretically speaking, this code should be compatible with Python 2. However, some users report numercial issues when running this code on Python 2.

But to run the example, scipy and theano are also needed.

License

MIT