BCD: Let’s Make Block Coordinate Descent Go Fast

Accepted in JMLR and ICML2023

[Paper]

Experiments for Figures 4-13 in the paper

Run the following command to run the experiments for a specific figure

python main.py -e <exp_group>

where exp_group can be either fig4, fig5, ..., or fig13.

Citation

If you find the code useful for your research, please cite:

@Article{nutini2017let,
  title={Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence},
  author={Nutini, Julie and Laradji, Issam and Schmidt, Mark},
  journal={arXiv},
  year={2017}
}