Coordinate Descent with Online Adaptation of Coordinate Frequencies


Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine classification, LASSO regression, and logistic regression. We consider general CD with non-uniform selection of coordinates… (More)


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@article{Glasmachers2014CoordinateDW, title={Coordinate Descent with Online Adaptation of Coordinate Frequencies}, author={Tobias Glasmachers and {\"U}r{\"u}n Dogan}, journal={CoRR}, year={2014}, volume={abs/1401.3737} }