asdca
077e29b11be80ab57e1a2ecabb7da330-Reviews.html
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
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].
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Accelerated Mini-Batch Stochastic Dual Coordinate Ascent
Shalev-Shwartz, Shai, Zhang, Tong
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].
- North America > United States (0.04)
- Asia > Middle East > Israel > Jerusalem District > Jerusalem (0.04)
Accelerated Mini-Batch Stochastic Dual Coordinate Ascent
Shalev-Shwartz, Shai, Zhang, Tong
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}.
- North America > United States (0.04)
- Asia > Middle East > Israel > Jerusalem District > Jerusalem (0.04)