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A set of interesting references

  • John Duchi, Elad Hazan, and Yoram Singer. Adaptive Subgradient Methods for Online Learning and Stochastic Optimization, Journal of Machine Learning Research, accepted pending minor revision. [ pdf ]
  • John Duchi and Yoram Singer. Efficient Online and Batch Learning using Forward Backward Splitting, Journal of Machine Learning Research (JMLR 2009) and Neural Information Processing Systems (NIPS 2009). [ pdf ]
  • Hu, Kwok, Pan. Accelerated Gradient Methods for. Stochastic Optimization and Online Learning. NIPS 09 [ pdf ].
  • Nesterov. Efficiency of coordinate descent methods on huge-scale optimization problems. [ pdf ], [ html ].
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