Research map / Optimization / Nonconvex and smooth optimization
A Simple Practical Accelerated Method for Finite Sums
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Evaluate the selected component's gradient at the updated iterate via a proximal step rather than at the current iterate | Point-SAGA compared with SAGA · Strongly convex smooth finite sums | iteration 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(\f | Helped |
| Use proximal updates with fixed step sizes | Point-SAGA · Strongly convex non-smooth problems | convergence rate | Helped |
| Apply acceleration | Point-SAGA versus non-accelerated methods · LIBSVM logistic-regression experiments | function value sub-optimality | Helped |
| Use Point-SAGA instead of SDCA | RCV1 with hinge loss · RCV1 | convergence speed | No clear effect |
Closest papers by meaning
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- Efficient Continual Finite-Sum Minimization (ICLR 2024 · similarity 0.86)
- Decentralized Convex Finite-Sum Optimization with Better Dependence on Condition Numbers (ICML 2024 · similarity 0.85)
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