Efficient Primal-Dual Algorithms for Large-Scale Multiclass Classification

1 code implementation • 11 Feb 2019 • Dmitry Babichev, Dmitrii Ostrovskii, Francis Bach

We develop efficient algorithms to train $\ell_1$-regularized linear classifiers with large dimensionality $d$ of the feature space, number of classes $k$, and sample size $n$.

Classification General Classification

Constant Step Size Stochastic Gradient Descent for Probabilistic Modeling

no code implementations • 16 Apr 2018 • Dmitry Babichev, Francis Bach

We propose averaging moment parameters instead of natural parameters for constant-step-size stochastic gradient descent.