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Let’s Make Block Coordinate Descent Go Fast

Reproducing the experiments (Figures 4-13) in the paper

You can run the experiments as follows.

  1. Open Terminal (or Command Prompt in Windows);

  2. Download this repository by running the command,

git clone https://github.com/IssamLaradji/BlockCoordinateDescent.git
  1. Go into the code's directory,
cd BlockCoordinateDescent
  1. Run the command for a figure number as shown in the sections below.

Below we show how to generate each of the 4-13 Figures in the paper.

Figure 4

python main.py -e fig4

Figure 5

python main.py -e fig5

Figure 6

python main.py -e fig6a fig6b

Figure 7

python main.py -e fig7

Figure 8

python main.py -e fig8

Figure 9

python main.py -e fig9

Figure 10

python main.py -e fig10

Figure 11

python main.py -e fig11

Figure 12

python main.py -e fig12

Figure 13

python main.py -e 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}
}

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Code for the paper "Let’s Make Block Coordinate Descent Go Fast"

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  • Python 92.4%
  • MATLAB 7.6%