Search Machine Learning Repository: Finito: A faster, permutable incremental gradient method for big data problems
Authors: Aaron Defazio, Justin Domke and Tiberio Caetano
Conference: Proceedings of the 31st International Conference on Machine Learning (ICML-14)
Year: 2014
Pages: 1125-1133
Abstract: Recent advances in optimization theory have shown that smooth strongly convex finite sums can be minimized faster than by treating them as a black box "batch" problem. In this work we introduce a new method in this class with a theoretical convergence rate four times faster than existing methods, for sums with sufficiently many terms. This method is also amendable to a sampling without replacement scheme that in practice gives further speed-ups. We give empirical results showing state of the art performance.
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