Optimization Methods for Large-Scale Machine Learning, Léon Bottou, Frank E. Curtis, and Jorge Nocedal, 2018SIAM Review, Vol. 60 (Society for Industrial and Applied Mathematics (SIAM))DOI: 10.1137/16M1080173 - A comprehensive textbook covering various optimization techniques for machine learning, including a detailed treatment of SVRG and related variance reduction methods.
Variance Reduction for Nonconvex Optimization, Zeyuan Allen-Zhu, Yuanzhi Li, 2017Advances in Neural Information Processing Systems 30 (Neural Information Processing Systems Foundation, Inc. (NeurIPS))DOI: 10.5555/3157382.3157608 - Explores the theoretical properties and applicability of SVRG-type methods in non-convex optimization settings, relevant for deep learning.