Title: SGDLibrary: A MATLAB library for stochastic gradient descent algorithms,
Abstract: We consider the problem of finding the minimizer of a function $f:
\mathbb{R}^d \rightarrow \mathbb{R}$ of the finite-sum form $\min f(w) =
1/n\sum_{i}^n f_i(w)$. This problem has been studied intensively in recent
years in the field of machine learning (ML). One promising approach for
large-scale data is to use a stochastic optimization algorithm to solve the
problem. SGDLibrary is a readable, flexible and extensible pure-MATLAB library
of a collection of stochastic optimization algorithms. The purpose of the
library is to provide researchers and implementers a comprehensive evaluation
environment for the use of these algorithms on various ML problems.