Check the preview of 2nd version of this platform
being developed by the open MLCommons taskforce on automation and reproducibility
as a free, open-source and technology-agnostic on-prem platform.
Finito: A Faster, Permutable Incremental Gradient Method for Big Data Problems
lib:c368b844114b708e (v1.0.0)
Authors: Aaron J. Defazio,Tibério S. Caetano,Justin Domke
ArXiv: 1407.2710
Document: PDF DOI
Abstract URL: http://arxiv.org/abs/1407.2710v1
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.
ArXiv: 1407.2710
Document: PDF DOI
Abstract URL: http://arxiv.org/abs/1407.2710v1
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.
Relevant initiatives
Related knowledge about this paper
Reproduced results (crowd-benchmarking and competitions)
Artifact and reproducibility checklists
- ACM/cTuning artifact appendix and reproducibility checklist
- NeurIPS reproducibility checklist
- SIGPLAN's checklist for empirical evaluation
- Collective Knowledge (organizing research projects based on FAIR principles)