Analyzing random permutations for cyclic coordinate descent
نویسندگان
چکیده
منابع مشابه
Analyzing Random Permutations for Cyclic Coordinate Descent
We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We describe a class of convex quadratic problems for which the random-permutations version of cyclic coordinate descent (RPCD) outperforms the standard cyclic ...
متن کاملDescent sets of cyclic permutations
We present a bijection between cyclic permutations of {1, 2, . . . , n+1} and permutations of {1, 2, . . . , n} that preserves the descent set of the first n entries and the set of weak excedances. This non-trivial bijection involves a Foata-like transformation on the cyclic notation of the permutation, followed by certain conjugations. We also give an alternate derivation of the consequent res...
متن کاملWhen Cyclic Coordinate Descent Outperforms Randomized Coordinate Descent
Coordinate descent (CD) method is a classical optimization algorithm that has seen a revival of interest because of its competitive performance in machine learning applications. A number of recent papers provided convergence rate estimates for their deterministic (cyclic) and randomized variants that differ in the selection of update coordinates. These estimates suggest randomized coordinate de...
متن کاملBlock-Cyclic Stochastic Coordinate Descent for Deep Neural Networks
We present a stochastic first-order optimization algorithm, named BCSC, that adds a cyclic constraint to stochastic block-coordinate descent. It uses different subsets of the data to update different subsets of the parameters, thus limiting the detrimental effect of outliers in the training set. Empirical tests in benchmark datasets show that our algorithm outperforms state-of-the-art optimizat...
متن کاملCyclic coordinate descent: A robotics algorithm for protein loop closure.
In protein structure prediction, it is often the case that a protein segment must be adjusted to connect two fixed segments. This occurs during loop structure prediction in homology modeling as well as in ab initio structure prediction. Several algorithms for this purpose are based on the inverse Jacobian of the distance constraints with respect to dihedral angle degrees of freedom. These algor...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2020
ISSN: 0025-5718,1088-6842
DOI: 10.1090/mcom/3530