Accelerated Stochastic Greedy Coordinate Descent by Soft Thresholding Projection onto Simplex

Chaobing Song, Shaobo Cui, Yong Jiang +1

In this paper we study the well-known greedy coordinate descent (GCD) algorithm to solve ${\ell }_1$-regularized problems and improve GCD by the two popular strategies: Nesterov's acc…