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Approximate Steepest Coordinate Descent

ICML 2017 · Optimization › Optimizers · approach: Natural gradient and Fisher approximations · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ASCD instead of UCD for coordinate selectionCoordinate descent · Synthetic least squares and Lasso; RCV1-binary trainingobjective convergenceHelped
Initialize ASCD with arbitrary gradient estimates instead of the true gradient (ablation)ASCD · Synthetic data and RCV1-binary trainingobjective convergenceNo clear effect
Use the crude g4 gradient oracle instead of more precise, more expensive oracles (ablation)ASCD · RCV1-binary trainingobjective convergenceNo clear effect
Use heuristic a-ASCD active-set selection instead of the standard ASCD active set (ablation)ASCD · Synthetic data and RCV1-binary trainingobjective convergenceNo clear effect

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