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Code for the paper "Let’s Make Block Coordinate Descent Go Fast"

Home Page: https://arxiv.org/pdf/1712.08859.pdf

Python 93.94% MATLAB 6.06%
coordinate-descent optimization

blockcoordinatedescent's Introduction

License

BCD: Let’s Make Block Coordinate Descent Go Fast

Accepted in JMLR and ICML2023

[Paper]

Experiments for Figures 4-13 in the paper

Run the following command to run the experiments for a specific figure

python main.py -e <exp_group>

where exp_group can be either fig4, fig5, ..., or fig13.

Citation

If you find the code useful for your research, please cite:

@Article{nutini2017let,
  title={Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence},
  author={Nutini, Julie and Laradji, Issam and Schmidt, Mark},
  journal={arXiv},
  year={2017}
}

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