Stochastic Subgradient Methods

Abstract

Stochastic subgradient methods play an important role in machine learning. We introduced the concepts of subgradient methods and stochastic subgradient methods in this project, discussed their convergence conditions as well as the strong and weak points against their competitors. We demonstrated the application of (stochastic) subgradient methods to machine learning with a running example of training support vector machines (SVM) throughout this report.