Distributed Mini-Batch SDCA

July 29, 2015 ยท Declared Dead ยท ๐Ÿ› arXiv.org

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Authors Martin Takรกฤ, Peter Richtรกrik, Nathan Srebro arXiv ID 1507.08322 Category cs.LG: Machine Learning Cross-listed math.OC Citations 50 Venue arXiv.org Last Checked 5 months ago
Abstract
We present an improved analysis of mini-batched stochastic dual coordinate ascent for regularized empirical loss minimization (i.e. SVM and SVM-type objectives). Our analysis allows for flexible sampling schemes, including where data is distribute across machines, and combines a dependence on the smoothness of the loss and/or the data spread (measured through the spectral norm).
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