When Cyclic Coordinate Descent Outperforms Randomized Coordinate Descent

NeurIPS 2017 Mert GurbuzbalabanAsuman OzdaglarPablo A. ParriloNuri Vanli

The coordinate descent (CD) method is a classical optimization algorithm that has seen a revival of interest because of its competitive performance in machine learning applications. A number of recent papers provided convergence rate estimates for their deterministic (cyclic) and randomized variants that differ in the selection of update coordinates... (read more)

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