Parallel block coordinate descent methods with identification strategies
Ronaldo Lopes et al.
What the paper says
This work presents a parallel variant of the algorithm introduced in [ Acceleration of block coordinate descent methods with identification strategies , Comput. Optim. Appl. 72(3):609–640, 2019] to minimize the sum of a partially separable smooth convex function and a possibly nonsmooth block-separable convex function under simple constraints. The proposed method achieves higher efficiency by using a strategy to identify nonzero coordinates, thereby allowing the computational effort to be focused via a nonuniform probability distribution in block selection. Parallelization is achieved by extending theoretical results from Richtárik and Takáč [ Parallel coordinate descent methods for big data optimization , Math. Prog. Ser. A 156:433–484, 2016]. We present convergence results and comparative numerical experiments on regularized regression problems using both synthetic and real datasets.
1 citation
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.16 × 0.4 = 0.06 |
| M · momentum | 0.53 × 0.15 = 0.08 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.