Coordinate Descent Converges Faster with the Gauss-Southwell Rule Than Random Selection
Bibliographic record
Abstract
There has been significant recent work on the theory and application of randomized coordinate descent algorithms, beginning with the work of Nesterov [SIAM J. Optim., 22(2), 2012], who showed that a random-coordinate selection rule achieves the same convergence rate as the Gauss-Southwell selection rule. This result suggests that we should never use the Gauss-Southwell rule, as it is typically much more expensive than random selection. However, the empirical behaviours of these algorithms contradict this theoretical result: in applications where the computational costs of the selection rules are comparable, the Gauss-Southwell selection rule tends to perform substantially better than random coordinate selection. We give a simple analysis of the Gauss-Southwell rule showing that-- except in extreme cases--it's convergence rate is faster than choosing random coordinates. Further, in this work we (i) show that exact coordinate optimization improves the convergence rate for certain sparse problems, (ii) propose a Gauss-Southwell-Lipschitz rule that gives an even faster convergence rate given knowledge of the Lipschitz constants of the partial derivatives, (iii) analyze the effect of approximate Gauss-Southwell rules, and (iv) analyze proximal-gradient variants of the Gauss-Southwell rule.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.006 | 0.030 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.001 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.002 | 0.002 |
| Research integrity | 0.002 | 0.002 |
| Insufficient payload (model declined to judge) | 0.003 | 0.002 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".