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• W38875623 abstract "We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on alternating direction method of multipliers (ADMM) to deal with complex regularization functions such as structured regularizations. Although the original ADMM is a batch method, the proposed method offers a stochastic update rule where each iteration requires only one or few sample observations. Moreover, our method can naturally afford mini-batch update and it gives speed up of convergence. We show that, under mild assumptions, our method converges exponentially. The numerical experiments show that our method actually performs efficiently." @default.
• W38875623 created "2016-06-24" @default.
• W38875623 creator A5078812767 @default.
• W38875623 date "2014-06-21" @default.
• W38875623 modified "2023-09-24" @default.
• W38875623 title "Stochastic Dual Coordinate Ascent with Alternating Direction Method of Multipliers" @default.
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