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Neural Information Processing Systems

First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. This paper studies a mini-batch gradient method for dual coordinate ascent. The idea is simple: at each iteration randomly pick m samples and update the gradient. The authors prove that the convergence rate of the mini-batch method interpolates between SDCA and AGD -- in certain circumstances it could be faster than both. I am a little surprised that in case of gamma*lambda*n = O(1), the number of examples processed by ASDCA is n*\sqrt{m}, which means that in full parallelization m machines give an acceleration rate of \sqrt{m}.


Accelerated Mini-Batch Stochastic Dual Coordinate Ascent

Shai Shalev-Shwartz, Tong Zhang

Neural Information Processing Systems

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 practice. Our main contribution is to introduce an accelerated mini-batch version of SDCA and prove a fast convergence rate for this method. We discuss an implementation of our method over a parallel computing system, and compare the results to both the vanilla stochastic dual coordinate ascent and to the accelerated deterministic gradient descent method of Nesterov [2007].


Accelerated Mini-Batch Stochastic Dual Coordinate Ascent

Shalev-Shwartz, Shai, Zhang, Tong

Neural Information Processing Systems

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 practice. Our main contribution is to introduce an accelerated mini-batch version of SDCA and prove a fast convergence rate for this method. We discuss an implementation of our method over a parallel computing system, and compare the results to both the vanilla stochastic dual coordinate ascent and to the accelerated deterministic gradient descent method of Nesterov [2007].


Accelerated Mini-Batch Stochastic Dual Coordinate Ascent

Shalev-Shwartz, Shai, Zhang, Tong

arXiv.org Machine Learning

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 practice. Our main contribution is to introduce an accelerated mini-batch version of SDCA and prove a fast convergence rate for this method. We discuss an implementation of our method over a parallel computing system, and compare the results to both the vanilla stochastic dual coordinate ascent and to the accelerated deterministic gradient descent method of \cite{nesterov2007gradient}.