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Paper Abstract and Keywords
Presentation 2013-11-13 15:45
[Poster Presentation] Stochastic Dual Coordinate Ascent with Alternating Direction Multiplier Method
Taiji Suzuki (Tokyo Inst. of Tech.) IBISML2013-63
Abstract (in Japanese) (See Japanese page) 
(in English) We propose a new stochastic dual coordinate ascent technique
that can be applied to a wide range of regularized learning problems.
Our method is based on
Alternating Direction Multiplier Method (ADMM) to deal with complex regularization functions
such as structured regularizations.
Although the original ADMM is a batch method,
the proposed method offers a stochastic update rule where each iteration requires only one or few sample observations.
Moreover, our method can naturally afford mini-batch update and it gives speed up of convergence.
We show that, under mild assumptions, our method converges exponentially.
The numerical experiments show that our method actually performs efficiently.
Keyword (in Japanese) (See Japanese page) 
(in English) Stochastic Dual Coordinate Ascent / Alternating Direction Multiplier Method / Exponential Convergence / Structured Sparsity / / / /  
Reference Info. IEICE Tech. Rep., vol. 113, no. 286, IBISML2013-63, pp. 205-212, Nov. 2013.
Paper # IBISML2013-63 
Date of Issue 2013-11-05 (IBISML) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF IBISML2013-63

Conference Information
Committee IBISML  
Conference Date 2013-11-10 - 2013-11-13 
Place (in Japanese) (See Japanese page) 
Place (in English) Tokyo Institute of Technology, Kuramae-Kaikan 
Topics (in Japanese) (See Japanese page) 
Topics (in English) The 16th IBIS Workshop & The 2nd IBIS Tutorial 
Paper Information
Registration To IBISML 
Conference Code 2013-11-IBISML 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Stochastic Dual Coordinate Ascent with Alternating Direction Multiplier Method 
Sub Title (in English)  
Keyword(1) Stochastic Dual Coordinate Ascent  
Keyword(2) Alternating Direction Multiplier Method  
Keyword(3) Exponential Convergence  
Keyword(4) Structured Sparsity  
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1st Author's Name Taiji Suzuki  
1st Author's Affiliation Tokyo Institute of Technology (Tokyo Inst. of Tech.)
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Speaker Author-1 
Date Time 2013-11-13 15:45:00 
Presentation Time 180 minutes 
Registration for IBISML 
Paper # IBISML2013-63 
Volume (vol) vol.113 
Number (no) no.286 
Page pp.205-212 
#Pages 8 
Date of Issue 2013-11-05 (IBISML) 

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