Acceleration for proximal stochastic dual coordinate ascent algorithm in solving regularised loss minimisation with ${ \bf \ell _2}$ℓ2 norm

An accelerated version of the proximal stochastic dual coordinate ascent (SDCA) algorithm in solving regularised loss minimisation with ${\bf {\ell _2}}$ℓ2 norm is presented, wherein a momentum is introduced and the strong theoretical guarantees of SDCA are shared. Moreover, it is also suitable for...

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Bibliographic Details
Published in:Electronics letters 2018-03, Vol.54 (5), p.315-317
Main Authors: Tan, Beibei, Liu, Benyong
Format: Article
Language:English
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