An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization.
Qihang LinZhaosong LuLin XiaoPublished in: SIAM J. Optim. (2015)
Keyphrases
- gradient method
- empirical risk minimization
- risk minimization
- empirical risk
- uniform convergence
- convergence rate
- statistical learning theory
- negative matrix factorization
- step size
- optimization methods
- vc dimension
- generalization bounds
- learning rate
- computationally tractable
- phase transition
- data mining
- convergence speed
- optimization algorithm
- support vector machine
- feature vectors
- reinforcement learning