Research map / Optimization / Nonconvex and smooth optimization
Fast and Interpretable Dynamics for Fisher Markets via Block-Coordinate Updates
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use block-coordinate updates instead of full-information deterministic updates | BCDEG and BCPR · Simulated low-rank markets | convergence speed | Helped |
| Use block-coordinate updates instead of full-information deterministic updates | BCDEG and BCPR · Movierating markets | convergence speed | Helped |
| Add line search (ablation) | BCDEG · Simulated low-rank and Movierating markets | convergence speed | Helped |
| Add line search (ablation) | BCPR · Simulated low-rank and Movierating markets | convergence speed | Helped |
| Use vanilla PR instead of block-coordinate PR or BCDEG variants | Market equilibrium algorithms · Simulated CES markets | duality gap convergence speed | Helped |
| Use BCDEG without line search (ablation) | BCDEG · Simulated CES markets | duality gap convergence speed | Hurt |
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