Research map / Optimization / Nonconvex and smooth optimization
Accelerated Cyclic Coordinate Dual Averaging with Extrapolation for Composite Convex Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use accelerated cyclic updates with gradient extrapolation | A-CODER · LIBSVM logistic regression: sonar, a1a, and a9a; ridge, elastic net, and LASSO regularization | primal gap convergence | Helped |
| Add SVRG-style variance reduction to accelerated cyclic updates | VR-A-CODER · LIBSVM logistic regression: sonar, a1a, and a9a; ridge, elastic net, and LASSO regularization | primal gap convergence | Helped |
| Use the summary Lipschitz constant instead of the traditional constant in accelerated cyclic analysis | A-CODER · Worst-case dependence on the number of blocks | full-gradient oracle complexity dependence on blocks: m^{1/4} improvement | Helped |
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