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A Simple Practical Accelerated Method for Finite Sums

NeurIPS 2016 · Optimization › Nonconvex and smooth optimization · approach: Proximal finite-sum methods · 57 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Evaluate the selected component's gradient at the updated iterate via a proximal step rather than at the current iteratePoint-SAGA compared with SAGA · Strongly convex smooth finite sumsiteration complexity: O\left(\left(L/\mu+n\right)\log\left(1/\epsilon\right)\right) -> O\left(\left(\sqrt{\frac{nL}{\mu}}+n\right)\log\left(\fHelped
Use proximal updates with fixed step sizesPoint-SAGA · Strongly convex non-smooth problemsconvergence rateHelped
Apply accelerationPoint-SAGA versus non-accelerated methods · LIBSVM logistic-regression experimentsfunction value sub-optimalityHelped
Use Point-SAGA instead of SDCARCV1 with hinge loss · RCV1convergence speedNo clear effect

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