High-performance block coordinate based on L1 regularized random binning
Abstract:
A block coordinate descent method, system, and computer program product for partitioning a global feature matrix into blocks, each node of the nodes of the blocks having a block size of a number of the blocks over a number of the nodes, selecting, at each node, a subset of the blocks from the blocks, and in one of the nodes, launching a thread to simultaneously update a closed-form solution by minimizing a single coordinate in one of the blocks.
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