3 accepted papers
In this paper, we propose the Asynchronous Accelerated Nonuniform Randomized Block Coordinate Descent algorithm (A2BCD). We prove A2BCD converges linearly to a solution of the convex minimization problem at the same rate as NU_ACDM, so long as the maximum delay is not too large. This is the first as…
In this paper, we show that SVRG and SARAH can be modified to be fundamentally faster than all of the other standard algorithms that minimize the sum of $n$ smooth functions, such as SAGA, SAG, SDCA, and SDCA without duality. Most finite sum algorithms follow what we call the ``span assumption'': Th…
Asynchronous-parallel algorithms have the potential to vastly speed up algorithms by eliminating costly synchronization. However, our understanding of these algorithms is limited because the current convergence theory of asynchronous block coordinate descent algorithms is based on somewhat unrealist…