Randomized Block Coordinate DC Programming
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
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| _version_ | 1866917108915372032 |
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| author | Maskan, Hoomaan Halvachi, Paniz Sra, Suvrit Yurtsever, Alp |
| author_facet | Maskan, Hoomaan Halvachi, Paniz Sra, Suvrit Yurtsever, Alp |
| contents | We introduce an extension of the Difference of Convex Algorithm (DCA) in the form of a randomized block coordinate approach for problems with separable structure. For $n$ coordinate-blocks and $k$ iterations, our main result proves a non-asymptotic convergence rate of $O(n/k)$ in expectation, with respect to a stationarity measure based on a Forward-Backward envelope. Furthermore, leveraging the connection between DCA and Expectation Maximization (EM), we propose a randomized block coordinate EM algorithm. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_11664 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Randomized Block Coordinate DC Programming Maskan, Hoomaan Halvachi, Paniz Sra, Suvrit Yurtsever, Alp Optimization and Control Statistics Theory 90C26 We introduce an extension of the Difference of Convex Algorithm (DCA) in the form of a randomized block coordinate approach for problems with separable structure. For $n$ coordinate-blocks and $k$ iterations, our main result proves a non-asymptotic convergence rate of $O(n/k)$ in expectation, with respect to a stationarity measure based on a Forward-Backward envelope. Furthermore, leveraging the connection between DCA and Expectation Maximization (EM), we propose a randomized block coordinate EM algorithm. |
| title | Randomized Block Coordinate DC Programming |
| topic | Optimization and Control Statistics Theory 90C26 |
| url | https://arxiv.org/abs/2411.11664 |