相关论文: Scaling Up Coordinate Descent Algorithms for Large…

Stochastic dual coordinate ascent (SDCA) is an effective technique for solving regularized loss minimization problems in machine learning. This paper considers an extension of SDCA under the mini-batch setting that is often used in…

We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or…

We design a randomised parallel version of Adaboost based on previous studies on parallel coordinate descent. The algorithm uses the fact that the logarithm of the exponential loss is a function with coordinate-wise Lipschitz continuous…

The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…

We consider coordinate descent (CD) methods with exact line search on convex quadratic problems. Our main focus is to study the performance of the CD method that use random permutations in each epoch and compare it to the performance of the…

The growing amount of high dimensional data in different machine learning applications requires more efficient and scalable optimization algorithms. In this work, we consider combining two techniques, parallelism and Nesterov's…

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)…

We analyze the convergence rates of two popular variants of coordinate descent (CD): random CD (RCD), in which the coordinates are sampled uniformly at random, and random-permutation CD (RPCD), in which random permutations are used to…

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models…

In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…

We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…

This paper presents the design and analysis of parallel approximation algorithms for facility-location problems, including $\NC$ and $\RNC$ algorithms for (metric) facility location, $k$-center, $k$-median, and $k$-means. These problems…

We develop an exact coordinate descent algorithm for high-dimensional regularized Huber regression. In contrast to composite gradient descent methods, our algorithm fully exploits the advantages of coordinate descent when the underlying…

This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used.…

In this paper, we study two general classes of optimization algorithms for kernel methods with convex loss function and quadratic norm regularization, and analyze their convergence. The first approach, based on fixed-point iterations, is…

This paper considers the problems of unconstrained minimization of large scale smooth convex functions having block-coordinate-wise Lipschitz continuous gradients. The block coordinate descent (BCD) method are among the first optimization…

We present new randomized algorithms that improve the complexity of the classic $(\Delta+1)$-coloring problem, and its generalization $(\Delta+1)$-list-coloring, in three well-studied models of distributed, parallel, and centralized…

We present new versions of the previously published C and CUDA programs for solving the dipolar Gross-Pitaevskii equation in one, two, and three spatial dimensions, which calculate stationary and non-stationary solutions by propagation in…