Restarting the accelerated coordinate descent method with a rough strong convexity estimate
Sign Up to like & getrecommendations! Published in 2020 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-019-00137-2
Abstract: We propose new restarting strategies for the accelerated coordinate descent method. Our main contribution is to show that for a well chosen sequence of restarting times, the restarted method has a nearly geometric rate of… read more here.
Keywords: coordinate descent; restarting accelerated; method; accelerated coordinate ... See more keywords
Random Block Coordinate Descent Methods for Linearly Constrained Optimization over Networks
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-016-1058-z
Abstract: In this paper we develop random block coordinate descent methods for minimizing large-scale linearly constrained convex problems over networks. Since coupled constraints appear in the problem, we devise an algorithm that updates in parallel at… read more here.
Keywords: linearly constrained; descent methods; coordinate descent; random block ... See more keywords
Personalized On-Device E-health Analytics with Decentralized Block Coordinate Descent
Sign Up to like & getrecommendations! Published in 2022 at "IEEE journal of biomedical and health informatics"
DOI: 10.1109/jbhi.2022.3140455
Abstract: Actuated by the growing attention to personal healthcare and the pandemic, the popularity of E-health is proliferating. Nowadays, enhancement on medical diagnosis via machine learning models has been highly effective in many aspects of e-health… read more here.
Keywords: health analytics; block coordinate; health; coordinate descent ... See more keywords
An Efficient Nonlinear Dichotomous Coordinate Descent Adaptive Algorithm Based on Random Fourier Features
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2020.3028499
Abstract: The auxiliary normal equation is proposed to construct an incremental update (IU) system in which the increment of weight vector rather than the weight itself is optimized at each iteration, which however, can only deal… read more here.
Keywords: random fourier; fourier features; algorithm; dichotomous coordinate ... See more keywords
An Iterative Coordinate Descent Algorithm to Compute Sparse Low-Rank Approximations
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2021.3132276
Abstract: In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be… read more here.
Keywords: principal components; iterative coordinate; algorithm compute; descent algorithm ... See more keywords
PPD: A Scalable and Efficient Parallel Primal-Dual Coordinate Descent Algorithm
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Knowledge and Data Engineering"
DOI: 10.1109/tkde.2020.3000905
Abstract: Dual Coordinate Descent (DCD) is one of the most popular optimization methods. The parallelization of DCD is difficult, as DCD is sequential in nature. As such, simultaneously running multiple DCD threads on batches of data… read more here.
Keywords: ppd; coordinate descent; parallel primal; primal dual ... See more keywords
Coordinate-Descent Diffusion Learning by Networked Agents
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2017.2757903
Abstract: This paper examines the mean-square error performance of diffusion stochastic algorithms under a generalized coordinate-descent scheme. In this setting, the adaptation step by each agent is limited to a random subset of the coordinates of… read more here.
Keywords: diffusion; coordinate descent; descent diffusion; learning networked ... See more keywords