SDCA without Duality, Regularization, and Individual Convexity
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Abstract (arXiv)
Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. We describe variants of SDCA that do not require explicit regularization and do not rely on duality. We prove linear convergence rates even if individual loss functions are non-convex, as long as the expected loss is strongly convex.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). First posted on arXiv 4 Feb 2016.
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Citing papers per year: 2021: 1; 2022: 1; 2023: 1; 2024: 1.
4 papers.
- 2023Optimistic Online Mirror Descent for Bridging Stochastic and Adversarial Online Convex Optimizationcited by 22
- 2021Stochastic Polyak Stepsize with a Moving Targetcited by 19
- 2022Hessian Averaging in Stochastic Newton Methods Achieves Superlinear Convergencecited by 14
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimizationcited by 3
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimization5 Jun 2024
- 2023Optimistic Online Mirror Descent for Bridging Stochastic and Adversarial Online Convex Optimization9 Feb 2023
- 2022Hessian Averaging in Stochastic Newton Methods Achieves Superlinear Convergence20 Apr 2022
- 2021Stochastic Polyak Stepsize with a Moving Target22 Jun 2021