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SVGR optimizer for Keras

Project description

Stochastic Variance Reduction Gradient Descent (SVRG) optimizer for Keras

Reference

https://papers.nips.cc/paper/4937-accelerating-stochastic-gradient-descent-using-predictive-variance-reduction.pdf

Test results on MNIST

The following figure shows the train loss. MNIST


The results on test set: | |SVRG |SGD | |--------|---------|----------| |Loss |0.0893619|0.05765046| |Accuracy|0.9722 |0.9817 |

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