%AJothimurugesan, Ellango%ATahmasbi, Ashraf%AGibbons, Phillip%ATirthapura, Srikanta%D2018%I %K %MOSTI ID: 10080527 %PMedium: X %TVariance-Reduced Stochastic Gradient Descent on Streaming Data %XWe present an algorithm STRSAGA for efficiently maintaining a machine learning model over data points that arrive over time, quickly updating the model as new training data is observed. We present a competitive analysis comparing the suboptimality of the model maintained by STRSAGA with that of an offline algorithm that is given the entire data beforehand, and analyze the risk-competitiveness of STRSAGA under different arrival patterns. Our theoretical and experimental results show that the risk of STRSAGA is comparable to that of offline algorithms on a variety of input arrival patterns, and its experimental performance is significantly better than prior algorithms suited for streaming data, such as SGD and SSVRG. Country unknown/Code not availableOSTI-MSA