Related papers: Block stochastic gradient iteration for convex and…
Block coordinate descent (BCD) methods are prevalent in large scale optimization problems due to the low memory and computational costs per iteration, the predisposition to parallelization, and the ability to exploit the structure of the…
The block coordinate descent (BCD) method is widely used for minimizing a continuous function f of several block variables. At each iteration of this method, a single block of variables is optimized, while the remaining variables are held…
Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…
Consider the problem of minimizing the sum of a smooth (possibly non-convex) and a convex (possibly nonsmooth) function involving a large number of variables. A popular approach to solve this problem is the block coordinate descent (BCD)…
Block-coordinate descent (BCD) is a popular framework for large-scale regularized optimization problems with block-separable structure. Existing methods have several limitations. They often assume that subproblems can be solved exactly at…
The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…
We study (constrained) nonconvex (composite) optimization problems where the decision variables vector can be split into blocks of variables. Random block projection is a popular technique to handle this kind of problem for its remarkable…
Block-coordinate descent (BCD) is the method of choice to solve numerous large scale optimization problems, however their theoretical study for non-convex optimization, has received less attention. In this paper, we present a new…
A popular approach to minimize a finite-sum of convex functions is stochastic gradient descent (SGD) and its variants. Fundamental research questions associated with SGD include: (i) To find a lower bound on the number of times that the…
Two types of low cost-per-iteration gradient descent methods have been extensively studied in parallel. One is online or stochastic gradient descent (OGD/SGD), and the other is randomzied coordinate descent (RBCD). In this paper, we combine…
The cyclic block coordinate descent-type (CBCD-type) methods, which performs iterative updates for a few coordinates (a block) simultaneously throughout the procedure, have shown remarkable computational performance for solving strongly…
In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate the…
Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…
Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…
The iteration complexity of the block-coordinate descent (BCD) type algorithm has been under extensive investigation. It was recently shown that for convex problems the classical cyclic BCGD (block coordinate gradient descent) achieves an…
In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…