no code implementations • 23 Apr 2020 • Inês Almeida, João Xavier
StochaLM can be interpreted as a dual block coordinate ascent method whose block components are selected using the state of an ergodic Markov chain.
no code implementations • 26 Mar 2018 • Inês Almeida, João Xavier
We prove that DJAM converges with probability one to the solution, provided that the personal loss functions are strongly convex and have Lipschitz gradient.