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Revisiting the Curv...
Revisiting the Curvature-aided IAG : Improved Theory and Reduced Complexity
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- Berglund, Erik (författare)
- KTH,Reglerteknik
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- Khirirat, Sarit (författare)
- Department of Machine Learning, Mohamed bin Zayed University of Artificial Intelligence, Abu Dhabi, UAE
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- Magnússon, Sindri, 1987- (författare)
- Stockholms universitet,Institutionen för data- och systemvetenskap,Department of Computer and System Science, Stockholm University, Stockholm, Sweden
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- Wu, Xuyang (författare)
- KTH,Reglerteknik
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- Johansson, Mikael (författare)
- KTH,Reglerteknik
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(creator_code:org_t)
- Elsevier BV, 2023
- 2023
- Engelska.
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Ingår i: IFAC-PapersOnLine. - : Elsevier BV. - 2405-8963. ; 56:2, s. 5221-5226, s. 5221-5226
- Relaterad länk:
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https://doi.org/10.1...
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https://urn.kb.se/re...
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- The curvature-aided IAG (CIAG) algorithm is an efficient asynchronous optimization method that accelerates IAG using a delay compensation technique. However, existing step-size rules for CIAG are conservative and hard to implement, and the Hessian computation in CIAG is often computationally expensive. To alleviate these issues, we first provide an easy-to-implement and less conservative step-size rule for CIAG. Next, we propose a modified CIAG algorithm that reduces the computational complexity by approximating the Hessian with a constant matrix. Convergence results are derived for each algorithm on both convex and strongly convex problems, and numerical experiments on logistic regression demonstrate their effectiveness in practice.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Sciences (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- asynchronous optimization
- delay compensation
- incremental aggregated gradient
- data- och systemvetenskap
- Computer and Systems Sciences
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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