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most citedEven Faster Accelerated Coordinate Descent Using Non-Uniform Sampling

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math.NA2014

Semi-Stochastic Coordinate Descent

Jakub Konečný, Zheng Qu, Peter Richtárik

We propose a novel stochastic gradient method---semi-stochastic coordinate descent (S2CD)---for the problem of minimizing a strongly convex function represented as the average of a…