An Asynchronous Parallel Stochastic Coordinate Descent AlgorithmDownload PDFOpen Website

Ji Liu, Stephen J. Wright, Christopher Ré, Victor Bittorf, Srikrishna Sridhar

2014 (modified: 11 Nov 2022)ICML 2014Readers: Everyone
Abstract: We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on...
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