Coordinate Descent Converges Faster with the Gauss-Southwell Rule Than Random Selection

Julie Nutini, Mark W. Schmidt, Issam H. Laradji, Michael P. Friedlander, Hoyt A. Koepke. Coordinate Descent Converges Faster with the Gauss-Southwell Rule Than Random Selection. In Francis R. Bach, David M. Blei, editors, Proceedings of the 32nd International Conference on Machine Learning, ICML 2015, Lille, France, 6-11 July 2015. Volume 37 of JMLR Proceedings, pages 1632-1641, JMLR.org, 2015. [doi]

Abstract

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