# Extended Regularized Dual Averaging Methods for Stochastic Optimization

arXiv: https://arxiv.org/abs/1904.02316 · HTML: https://mlsanity.com/paper/1904.02316/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Apr 2019.

## Built on by (most cited first, 1 of 1)

- [Some Primal-Dual Theory for Subgradient Methods for Strongly Convex Optimization](https://mlsanity.com/paper/2305.17323/) (2023)

## Abstract (arXiv)

We introduce a new algorithm, extended regularized dual averaging (XRDA), for solving regularized stochastic optimization problems, which generalizes the regularized dual averaging (RDA) method. The main novelty of the method is that it allows a flexible control of the backward step size. For instance, the backward step size used in RDA grows without bound, while for XRDA the backward step size can be kept bounded. We demonstrate experimentally that additional control over the backward step size can significantly improve the convergence rate of the algorithm while preserving desired properties of the iterates, such as sparsity. Theoretically, we show that the XRDA method achieves the same convergence rate as RDA for general convex objectives.