| Presentation | 2014-11-18 Parallel Distributed Block Coordinate Descent Methods based on Pairwise Comparison Oracle Kota MATSUI, Wataru KUMAGAI, Takafumi KANAMORI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used. Our algorithm consists of two steps; one is the direction estimate step and the other is the search step. In the direction estimate step, a Newton type search direction is estimated. In the search step, a numerical solution is updated along the estimated direction. The computation in the direction estimate step can be easily parallelized, and thus, the algorithm works efficiently to find the minimizer of the objective function. Also, we show an upper bound of the convergence rate. In numerical experiments, we show that our method efficiently finds the optimal solution compared to some existing methods based on the pairwise comparison. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | derivative-free optimization / pairwise comparison oracle / block coordinate descent / parallel computation |
| Paper # | IBISML2014-67 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2014/11/10(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Parallel Distributed Block Coordinate Descent Methods based on Pairwise Comparison Oracle |
| Sub Title (in English) | |
| Keyword(1) | derivative-free optimization |
| Keyword(2) | pairwise comparison oracle |
| Keyword(3) | block coordinate descent |
| Keyword(4) | parallel computation |
| 1st Author's Name | Kota MATSUI |
| 1st Author's Affiliation | Nagoya Institute of Technology() |
| 2nd Author's Name | Wataru KUMAGAI |
| 2nd Author's Affiliation | Kanagawa University |
| 3rd Author's Name | Takafumi KANAMORI |
| 3rd Author's Affiliation | Nagoya University |
| Date | 2014-11-18 |
| Paper # | IBISML2014-67 |
| Volume (vol) | vol.114 |
| Number (no) | 306 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |