Research map / Optimization / Nonconvex and smooth optimization
SAGA with Arbitrary Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Generalize SAGA to arbitrary proper sampling using a bias-correcting random vector | SAGA · Smooth strongly convex and composite finite-sum problems | iteration complexity | Helped |
| Choose the optimal bias-correcting random vector instead of the default vector (ablation) | SAGA-AS · Fixed arbitrary sampling; smooth strongly convex problems | iteration 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 problems | iteration complexity: at most (1+1/τ) times worse; could also be n/(τ+1) times better | Mixed |
| Increase minibatch size from τ = 1 to τ = 50 (ablation) | SAGA-AS · ijcnn1 logistic regression | epochs to convergence: increased by less than 6 | No clear effect |
| Use minibatch importance sampling instead of uniform sampling (ablation) | SAGA · ijcnn1 and w8a | epochs to convergence | Helped |
Closest papers by meaning
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