Discussion:
Stochastic dual coordinate aescent solver for linear models
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Ahmed SaadAliden
2016-04-09 18:14:35 UTC
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Hi,

I am thinking about adding SDCA
<http://www.jmlr.org/papers/volume14/shalev-shwartz13a/shalev-shwartz13a.pdf>
"Stochastic dual coordinate ascent" solver to linear_model,
The results shows a very nice convergence proprieties comparing to SGD. I
am wondering if anybody is already working in adding it to scikit ?

Thanks,
~Ahmed
Alexandre Gramfort
2016-04-10 12:53:45 UTC
Permalink
hi,

sdca is used internally in liblinear so offered by our logreg estimator.

otherwise it's implemented in lightning :
https://github.com/scikit-learn-contrib/lightning

A


On Sat, Apr 9, 2016 at 8:14 PM, Ahmed SaadAliden
Hi,
I am thinking about adding SDCA "Stochastic dual coordinate ascent" solver
to linear_model,
The results shows a very nice convergence proprieties comparing to SGD. I am
wondering if anybody is already working in adding it to scikit ?
Thanks,
~Ahmed
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Mathieu Blondel
2016-04-10 13:19:21 UTC
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And also in LinearSVC with dual=True. The only difference is that the
choice of dual variable is cyclic (with prior permutation) instead of
random.

See this 2008 paper:
http://www.csie.ntu.edu.tw/~cjlin/papers/cddual.pdf

Mathieu

On Sun, Apr 10, 2016 at 9:53 PM, Alexandre Gramfort <
Post by Alexandre Gramfort
hi,
sdca is used internally in liblinear so offered by our logreg estimator.
https://github.com/scikit-learn-contrib/lightning
A
On Sat, Apr 9, 2016 at 8:14 PM, Ahmed SaadAliden
Hi,
I am thinking about adding SDCA "Stochastic dual coordinate ascent"
solver
to linear_model,
The results shows a very nice convergence proprieties comparing to SGD.
I am
wondering if anybody is already working in adding it to scikit ?
Thanks,
~Ahmed
------------------------------------------------------------------------------
Find and fix application performance issues faster with Applications
Manager
Applications Manager provides deep performance insights into multiple
tiers
of
your business applications. It resolves application problems quickly and
reduces your MTTR. Get your free trial! http://pubads.g.doubleclick.net/
gampad/clk?id=1444514301&iu=/ca-pub-7940484522588532
_______________________________________________
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Applications Manager provides deep performance insights into multiple
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your business applications. It resolves application problems quickly and
reduces your MTTR. Get your free trial! http://pubads.g.doubleclick.net/
gampad/clk?id=1444514301&iu=/ca-pub-7940484522588532
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