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cs.LG2014★ 27 cited
Randomized Block Coordinate Descent for Online and Stochastic Optimization
Huahua Wang, Arindam Banerjee
Two types of low cost-per-iteration gradient descent methods have been extensively studied in parallel. One is online or stochastic gradient descent (OGD/SGD), and the other is ran…
cs.LG2012★ 105 cited
Online Alternating Direction Method
Huahua Wang, Arindam Banerjee
Online optimization has emerged as powerful tool in large scale optimization. In this paper, we introduce efficient online algorithms based on the alternating directions method (AD…