# A Stochastic Variance Reduction Algorithm with Bregman Distances for Structured Composite Problems

arXiv: https://arxiv.org/abs/2103.08822 · HTML: https://mlsanity.com/paper/2103.08822/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Mar 2021.

## Built on by (most cited first, 1 of 1)

- [Adaptive Bregman Proximal Stochastic Gradient with a Stabilized Barzilai--Borwein Step Size](https://mlsanity.com/paper/2608.12009/) (2026)

## Abstract (arXiv)

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the primal-dual gap is proved under mild conditions on stepsize for the general case. The linear convergence rate is obtained under additional condition like the strong convexity relative to Bregman functions.