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Random coordinate descent as a meta-algorithm #112

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mohamed82008 opened this issue Aug 19, 2021 · 0 comments
Open

Random coordinate descent as a meta-algorithm #112

mohamed82008 opened this issue Aug 19, 2021 · 0 comments

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@mohamed82008
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It would be great to be able to have a random coordinate descent version of any solver such that it optimises only some of the parameters at any one time. This can be helpful to counter non-convexity.
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