When cyclic coordinate descent outperforms randomized coordinate descent

Mert Gürbüzbalaban; Asuman Ozdaglar; Pablo A. Parrilo; Nuri Denizcan Vanli

Publications · Conference paper · NeurIPS 2017

When cyclic coordinate descent outperforms randomized coordinate descent

Mert Gürbüzbalaban, Asuman Ozdaglar, Pablo A. Parrilo, Nuri Denizcan Vanli

Advances in Neural Information Processing Systems (NeurIPS), 2017. Spotlight presentation.

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Topics

Incremental methods & data ordering

Cite

@inproceedings{gurbuzbalaban2017ccd,
  title   = {When cyclic coordinate descent outperforms randomized coordinate descent},
  author  = {Mert Gürbüzbalaban and Asuman Ozdaglar and Pablo A. Parrilo and Nuri Denizcan Vanli},
  year    = {2017},
  booktitle = {Advances in Neural Information Processing Systems (NeurIPS)},
  url     = {https://proceedings.neurips.cc/paper/2017/hash/0e7c7d6c41c76b9ee6445ae01cc0181d-Abstract.html},
}

Relatedsame topics

Why random reshuffling beats stochastic gradient descent (Math. Program., 2021)
Randomness and permutations in coordinate descent methods (Math. Program., 2020)
Convergence rate of incremental gradient and incremental Newton methods (SIAM J. Optim., 2019)
Global convergence rate of proximal incremental aggregated gradient methods (SIAM J. Optim., 2018)
Surpassing gradient descent provably: a cyclic incremental method with linear convergence rate (SIAM J. Optim., 2018)

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