2 citations · 9 across the 14 of their papers we have counts for
3 papers · 1 filter
Coordinate Linear Variance Reduction for Generalized Linear Programming
Chaobing Song, Cheuk Yin Lin, Stephen J. Wright +1
We study a class of generalized linear programs (GLP) in a large-scale setting, which includes simple, possibly nonsmooth convex regularizer and simple convex set constraints. By r…
Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sums
Chaobing Song, Stephen J. Wright, Jelena Diakonikolas
We study structured nonsmooth convex finite-sum optimization that appears widely in machine learning applications, including support vector machines and least absolute deviation. F…
Cyclic Coordinate Dual Averaging with Extrapolation
Chaobing Song, Jelena Diakonikolas
Cyclic block coordinate methods are a fundamental class of optimization methods widely used in practice and implemented as part of standard software packages for statistical learni…