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Research map / Learning theory and algorithms / Matrix and tensor methods

Random extrapolation for primal-dual coordinate descent

ICML 2020 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PURE-CD instead of SPDHGPURE-CD · Lasso, rcv1 (density 0.16%)convergence speedHelped
Use PURE-CD instead of Vu-Condat-CDPURE-CD · Sparse Lasso and ridge regression datasetsconvergence speedHelped
Use PURE-CD instead of SPDHG or Vu-Condat-CDPURE-CD · Moderately sparse Lasso and ridge regression datasetsconvergence speedHelped
Use PURE-CD instead of Vu-Condat-CDPURE-CD · Dense Lasso and ridge regression datasetsconvergence speedHelped
Use agnostic step sizes rather than step sizes incorporating the strong-convexity parameter (ablation)PURE-CD · Strongly convex ridge regression datasetsconvergence speedMixed
Incorporate the strong-convexity parameter lambda in the step sizes (ablation)PURE-CD · Strongly convex ridge regression datasets where agnostic PURE-CD slows as lambda gets smallerconvergence speedHelped

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