Coordinate descent - PowerPoint PPT Presentation

A ccelerated, P arallel and PROX imal coordinate descent

A ccelerated, P arallel and PROX imal coordinate descent. A. P. PROX. Peter Richt á rik. IPAM February 2014. (Joint work with Olivier Fercoq - arXiv:1312.5799). Contributions. Variants of Randomized Coordinate Descent Methods. Block can operate on “ blocks” of coordinates

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A ccelerated, P arallel and PROX imal coordinate descent

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664 views • 44 slides

CS B553: Algorithms for Optimization and Learning

CS B553: Algorithms for Optimization and Learning. Gradient descent. Key Concepts. Gradient descent Line search Convergence rates depend on scaling Variants: discrete analogues, coordinate descent Random restarts.

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