相关论文: Variance Reduced Coordinate Descent with Accelerat…

Accelerated coordinate descent is widely used in optimization due to its cheap per-iteration cost and scalability to large-scale problems. Up to a primal-dual transformation, it is also the same as accelerated stochastic gradient descent…

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 propose a randomized first order optimization method--SEGA (SkEtched GrAdient method)-- which progressively throughout its iterations builds a variance-reduced estimate of the gradient from random linear measurements (sketches) of the…

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Stochastic Variance-Reduced Cubic regularization (SVRC) algorithms have received increasing attention due to its improved gradient/Hessian complexities (i.e., number of queries to stochastic gradient/Hessian oracles) to find local minima…

Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…

In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm…

In this paper we show how to accelerate randomized coordinate descent methods and achieve faster convergence rates without paying per-iteration costs in asymptotic running time. In particular, we show how to generalize and efficiently…

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…

In this paper, we introduce a simplified and unified method for finite-sum convex optimization, named \emph{Variance Reduction via Accelerated Dual Averaging (VRADA)}. In both general convex and strongly convex settings, VRADA can attain an…

We study the convergence of accelerated stochastic gradient descent for strongly convex objectives under the growth condition, which states that the variance of stochastic gradient is bounded by a multiplicative part that grows with the…

Randomized-subspace methods reduce the cost of first-order optimization by using only low-dimensional projected-gradient information, a feature that is attractive in forward-mode automatic differentiation and communication-limited settings.…

Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to…

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…