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• W2950593863 abstract "We propose a new selection rule for the coordinate selection in coordinate descent methods for huge-scale optimization. The efficiency of this novel scheme is provably better than the efficiency of uniformly random selection, and can reach the efficiency of steepest coordinate descent (SCD), enabling an acceleration of a factor of up to $n$, the number of coordinates. In many practical applications, our scheme can be implemented at no extra cost and computational efficiency very close to the faster uniform selection. Numerical experiments with Lasso and Ridge regression show promising improvements, in line with our theoretical guarantees." @default.
• W2950593863 created "2019-06-27" @default.
• W2950593863 creator A5045519627 @default.
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• W2950593863 date "2017-06-26" @default.
• W2950593863 modified "2023-10-01" @default.
• W2950593863 title "Approximate Steepest Coordinate Descent" @default.
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• W2950593863 hasPublicationYear "2017" @default.
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