On Matching Pursuit and Coordinate Descent

Francesco Locatello, Anant Raj, Sai Praneeth Karimireddy, Gunnar Rätsch, Bernhard Schölkopf, Sebastian U. Stich, Martin Jaggi

Abstract: Two popular examples of first-order optimization methods over linear spaces are coordinate descent and matching pursuit algorithms, with their randomized variants. While the former targets the opti...