Machine Learning Optimization: Variance Reduction Techniques
Machine learning optimization is a field that may not seem particularly approachable, but is critical to the success of many machine learning applications. Variance reduction techniques have allowed for significant improvements in convergence rates and overall algorithmic efficiency, allowing for faster model training methodologies. It is of course a technical subject, but I promise it's not as bad as it seems!
My intent is to cover some basic concepts in machine learning optimization in an approachable way. I'm currently working on this post, so please check back soon for updates!