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Finito: A faster, permutable incremental gradient method for big data problems

Defazio, Aaron; Caetano, Tiberio; Domke, Justin


Recent advances in optimization theory have shown that smooth strongly convex finite sums can be minimized faster than by treating them as a black box "batch" problem. In this work we introduce a new method in this class with a theoretical convergence rate four times faster than ex-isting methods, for sums with sufficiently many terms. This method is also amendable to a sampling without replacement scheme that in practice gives further speed-ups. We give empirical results showing state of the...[Show more]

CollectionsANU Research Publications
Date published: 2014
Type: Conference paper
Source: 31st International Conference on Machine Learning, ICML 2014


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