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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Leonid Matiushin
On the Acceleration of SGD for Mixture Separation Learning
Mathematics
(Bachelor’s programme)
2018
In this work, we consider a binary classification problem in the setting of mixture of two probability distributions, such as they are similar on the most part of their support. We present a modification of importance sampling method for stochastic gradient descent. We provide empirical and theoretical analysis and conclude that our approach is rather more effective than classical stochastic gradient descent.

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