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Research map / Optimization / Nonconvex and smooth optimization

SAGA with Arbitrary Sampling

ICML 2019 · Optimization › Nonconvex and smooth optimization · approach: Variance-reduced policy gradient · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Generalize SAGA to arbitrary proper sampling using a bias-correcting random vectorSAGA · Smooth strongly convex and composite finite-sum problemsiteration complexityHelped
Choose the optimal bias-correcting random vector instead of the default vector (ablation)SAGA-AS · Fixed arbitrary sampling; smooth strongly convex problemsiteration complexity: \min_{\theta \in \Theta(S)} \beta_i = \tfrac{1}{\sum_{C:i\in C}p_C/|C|} = \tfrac{1}{p_i \mathbb{E}^i [1/ |S|]}Helped
Use importance independent sampling instead of τ-nice sampling (ablation)SAGA-AS · Smooth strongly convex finite-sum problemsiteration complexity: at most (1+1/τ) times worse; could also be n/(τ+1) times betterMixed
Increase minibatch size from τ = 1 to τ = 50 (ablation)SAGA-AS · ijcnn1 logistic regressionepochs to convergence: increased by less than 6No clear effect
Use minibatch importance sampling instead of uniform sampling (ablation)SAGA · ijcnn1 and w8aepochs to convergenceHelped

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