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51:00
Microsoft
Doubly Stochastic Primal-Dual Coordinate Method for Empirical Risk Minimization
We proposed a doubly stochastic primal-dual coordinate optimization algorithm for regularized empirical risk minimization that can be formulated as a saddle-point problem using convex conjugate functions. Different from the existing coordinate methods, the proposed method randomly samples both primal and dual coordinates to update solutions ...
Mar 30, 2016
Empirical Risk Minimization Examples
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