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Boundary Geometry and Global Rates of Cyclic Coordinate Descent for SVM Duals

Gladin, Egor et al.
arXiv (All) · Papers
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optimization-and-control
Cyclic coordinate descent is widely used to train support vector machines, but global linear convergence alone gives limited guidance about the rate on a particular instance. We study exact cyclic coordinate minimization for box-constrained convex quadratics and develop global contraction bounds tha
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