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[Project] Stochastic Variance Reduction Gradient Descent (SVRG) optimizer for Keras

I’ve implemented SVRG (Stochastic Variance Reduction Gradient Descent) optimizer for Keras. The goal is to make this optimizer available in Keras as well, which may be beneficial in the case of RL as some papers claimed it is advantageous over Adam.

The paper: https://papers.nips.cc/paper/4937-accelerating-stochastic-gradient-descent-using-predictive-variance-reduction.pdfLink to the project: https://github.com/tilkb/SVRGoptimizerKeras

submitted by /u/tilkb
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Toronto AI is a social and collaborative hub to unite AI innovators of Toronto and surrounding areas. We explore AI technologies in digital art and music, healthcare, marketing, fintech, vr, robotics and more. Toronto AI was founded by Dave MacDonald and Patrick O'Mara.