When cyclic coordinate descent outperforms randomized coordinate descent
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...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Neural Information Processing Systems Foundation, Inc.
2019
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| Online Access: | https://hdl.handle.net/1721.1/121536 |