{"oa":1,"abstract":[{"lang":"eng","text":"Two popular examples of first-order optimization methods over linear spaces are coordinate descent and matching pursuit algorithms, with their randomized variants. While the former targets the optimization by moving along coordinates, the latter considers a generalized notion of directions. Exploiting the connection between the two algorithms, we present a unified analysis of both, providing affine invariant sublinear O(1/t) rates on smooth objectives and linear convergence on strongly convex objectives. As a byproduct of our affine invariant analysis of matching pursuit, our rates for steepest coordinate descent are the tightest known. Furthermore, we show the first accelerated convergence rate O(1/t2) for matching pursuit and steepest coordinate descent on convex objectives."}],"year":"2018","author":[{"last_name":"Locatello","orcid":"0000-0002-4850-0683","first_name":"Francesco","id":"26cfd52f-2483-11ee-8040-88983bcc06d4","full_name":"Locatello, Francesco"},{"last_name":"Raj","first_name":"Anant","full_name":"Raj, Anant"},{"last_name":"Karimireddy","first_name":"Sai Praneeth","full_name":"Karimireddy, Sai Praneeth"},{"full_name":"Rätsch, Gunnar","first_name":"Gunnar","last_name":"Rätsch"},{"full_name":"Schölkopf, Bernhard","last_name":"Schölkopf","first_name":"Bernhard"},{"full_name":"Stich, Sebastian U.","last_name":"Stich","first_name":"Sebastian U."},{"full_name":"Jaggi, Martin","last_name":"Jaggi","first_name":"Martin"}],"day":"01","language":[{"iso":"eng"}],"page":"3198-3207","main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1803.09539"}],"title":"On matching pursuit and coordinate descent","citation":{"ista":"Locatello F, Raj A, Karimireddy SP, Rätsch G, Schölkopf B, Stich SU, Jaggi M. 2018. On matching pursuit and coordinate descent. Proceedings of the 35th International Conference on Machine Learning. , PMLR, vol. 80, 3198–3207.","mla":"Locatello, Francesco, et al. “On Matching Pursuit and Coordinate Descent.” <i>Proceedings of the 35th International Conference on Machine Learning</i>, vol. 80, ML Research Press, 2018, pp. 3198–207.","short":"F. Locatello, A. Raj, S.P. Karimireddy, G. Rätsch, B. Schölkopf, S.U. Stich, M. Jaggi, in:, Proceedings of the 35th International Conference on Machine Learning, ML Research Press, 2018, pp. 3198–3207.","ama":"Locatello F, Raj A, Karimireddy SP, et al. On matching pursuit and coordinate descent. In: <i>Proceedings of the 35th International Conference on Machine Learning</i>. Vol 80. ML Research Press; 2018:3198-3207.","apa":"Locatello, F., Raj, A., Karimireddy, S. P., Rätsch, G., Schölkopf, B., Stich, S. U., &#38; Jaggi, M. (2018). On matching pursuit and coordinate descent. In <i>Proceedings of the 35th International Conference on Machine Learning</i> (Vol. 80, pp. 3198–3207). ML Research Press.","chicago":"Locatello, Francesco, Anant Raj, Sai Praneeth Karimireddy, Gunnar Rätsch, Bernhard Schölkopf, Sebastian U. Stich, and Martin Jaggi. “On Matching Pursuit and Coordinate Descent.” In <i>Proceedings of the 35th International Conference on Machine Learning</i>, 80:3198–3207. ML Research Press, 2018.","ieee":"F. Locatello <i>et al.</i>, “On matching pursuit and coordinate descent,” in <i>Proceedings of the 35th International Conference on Machine Learning</i>, 2018, vol. 80, pp. 3198–3207."},"intvolume":"        80","article_processing_charge":"No","date_published":"2018-07-01T00:00:00Z","volume":80,"quality_controlled":"1","scopus_import":"1","date_created":"2023-08-22T14:16:25Z","month":"07","alternative_title":["PMLR"],"publication_status":"published","publisher":"ML Research Press","external_id":{"arxiv":["1803.09539"]},"publication":"Proceedings of the 35th International Conference on Machine Learning","department":[{"_id":"FrLo"}],"oa_version":"Preprint","type":"conference","date_updated":"2023-09-13T08:19:05Z","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","status":"public","extern":"1","_id":"14204"}