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On the Complexity of Parallel Coordinate Descent by Tappenden, Rachael; Takáč, Martin; Richtárik, Peter is a scholarly article available to read on EtoBox.

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In this work we study the parallel coordinate descent method (PCDM) proposed by Richt\'arik and Tak\'a\v{c} [26] for minimizing a regularized convex function. We adopt elements from the work of Xiao and Lu [39], and combine them with several new insights, to obtain sharper iteration complexity results for PCDM than those presented in [26]. Moreover, we show that PCDM is monotonic in expectation, which was not confirmed in [26], and we also derive the first high probability iteration complexity result where the initial levelset is unbounded.

Author

Tappenden, Rachael; Takáč, Martin; Richtárik, Peter

Published

2015

Language

EN