相关论文: Online Dual Coordinate Ascent Learning

Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA)…

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…

This paper introduces AdaSDCA: an adaptive variant of stochastic dual coordinate ascent (SDCA) for solving the regularized empirical risk minimization problems. Our modification consists in allowing the method adaptively change the…

In \citep{Yangnips13}, the author presented distributed stochastic dual coordinate ascent (DisDCA) algorithms for solving large-scale regularized loss minimization. Extraordinary performances have been observed and reported for the…

This work investigates the training of conditional random fields (CRFs) via the stochastic dual coordinate ascent (SDCA) algorithm of Shalev-Shwartz and Zhang (2016). SDCA enjoys a linear convergence rate and a strong empirical performance…

In prior works, stochastic dual coordinate ascent (SDCA) has been parallelized in a multi-core environment where the cores communicate through shared memory, or in a multi-processor distributed memory environment where the processors…

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. In this paper we show how a variant of SDCA can be applied for non-convex losses. We prove linear convergence…

Pairwise learning refers to learning tasks where the loss function depends on a pair of instances. It instantiates many important machine learning tasks such as bipartite ranking and metric learning. A popular approach to handle streaming…

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…

Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. We describe variants of SDCA that do not require explicit regularization and do not rely on duality. We prove…

In this paper we develop an adaptive dual free Stochastic Dual Coordinate Ascent (adfSDCA) algorithm for regularized empirical risk minimization problems. This is motivated by the recent work on dual free SDCA of Shalev-Shwartz (2016). The…

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of…

In this paper we tackle the challenge of making the stochastic coordinate descent algorithm differentially private. Compared to the classical gradient descent algorithm where updates operate on a single model vector and controlled noise…

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

The practical performance of online stochastic gradient descent algorithms is highly dependent on the chosen step size, which must be tediously hand-tuned in many applications. The same is true for more advanced variants of stochastic…