Title
SDCA without Duality, Regularization, and Individual Convexity.
Abstract
Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. We describe variants of SDCA that do not require explicit regularization and do not rely on duality. We prove linear convergence rates even if individual loss functions are non-convex, as long as the expected loss is strongly convex.
Year
Venue
DocType
2016
ICML
Conference
Volume
Citations 
PageRank 
abs/1602.01582
20
0.93
References 
Authors
16
1
Name
Order
Citations
PageRank
Shai Shalev-Shwartz13681276.32