Martin Takáč (University of Edinburgh)

Parallel coordinate descent algorithm vs. stochastic gradient descent for SVMs
Wednesday 13 March 2013 at 15.30, JCMB 6206

Abstract

In this talk we apply the Parallel Coordinate Descent for SVM dual and compare it with stochastic subgradient descent (SGD) approach. We show that the same quantity, the spectral norm of the data, controls the parallelization speedup for both algorithms. Our guarantees for both methods are expressed in terms of the original nonsmooth primal problem based on the hinge-loss.

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