Dual Free Adaptive Minibatch SDCA for Empirical Risk Minimization
In this paper we develop an adaptive dual free Stochastic Dual Coordinate Ascent (adfSDCA) algorithm for regularized empirical risk minimization problems. This is motivated by the recent work on dual free SDCA of Shalev-Shwartz [1]. The novelty of our approach is that the coordinates to update at ea...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2018-07-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/article/10.3389/fams.2018.00033/full |