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Research map / Optimization / Nonconvex and smooth optimization

Accelerated Variance Reduced Stochastic ADMM

AAAI 2017 · Optimization › Nonconvex and smooth optimization · approach: Stochastic variance reduction · 33 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add momentum acceleration to SVRG-ADMM for general convex problemsSVRG-ADMM · General convex problemsconvergence rate: \mathcal{O}(1/T) -> \mathcal{O}(1/T^{2})Helped
Add momentum acceleration to SVRG-ADMMSVRG-ADMM · Strongly convex graph-guided logistic regression, a9a and w8aconvergence rateHelped
Use ASVRG-ADMM instead of variance-reduced stochastic ADMM baselinesGraph-guided fused Lasso · a9a, w8a, SUSY, HIGGSconvergence rateHelped
Use ASVRG-ADMM instead of SVRG-ADMMGraph-guided SVM · 20newsgroupstesting accuracyHelped
Set the momentum weight to 1, removing the acceleration effect (ablation)ASVRG-ADMM · Strongly convex problemsconvergence rateHurt

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