Research map / Optimization / Nonconvex and smooth optimization
Accelerated Variance Reduced Stochastic ADMM
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add momentum acceleration to SVRG-ADMM for general convex problems | SVRG-ADMM · General convex problems | convergence rate: \mathcal{O}(1/T) -> \mathcal{O}(1/T^{2}) | Helped |
| Add momentum acceleration to SVRG-ADMM | SVRG-ADMM · Strongly convex graph-guided logistic regression, a9a and w8a | convergence rate | Helped |
| Use ASVRG-ADMM instead of variance-reduced stochastic ADMM baselines | Graph-guided fused Lasso · a9a, w8a, SUSY, HIGGS | convergence rate | Helped |
| Use ASVRG-ADMM instead of SVRG-ADMM | Graph-guided SVM · 20newsgroups | testing accuracy | Helped |
| Set the momentum weight to 1, removing the acceleration effect (ablation) | ASVRG-ADMM · Strongly convex problems | convergence rate | Hurt |
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