{"id":214929,"date":"2015-12-17T00:00:00","date_gmt":"2015-12-17T16:18:35","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/msr-research-item\/invited-talk-incremental-methods-for-additive-cost-convex-optimization\/"},"modified":"2016-07-15T15:28:32","modified_gmt":"2016-07-15T22:28:32","slug":"invited-talk-incremental-methods-for-additive-cost-convex-optimization","status":"publish","type":"msr-video","link":"https:\/\/www.microsoft.com\/en-us\/research\/video\/invited-talk-incremental-methods-for-additive-cost-convex-optimization\/","title":{"rendered":"Invited Talk: Incremental Methods for Additive Cost Convex Optimization"},"content":{"rendered":"<div class=\"asset-content\">\n<p>Motivated by machine learning problems over large data sets and distributed optimization over networks, we consider the problem of minimizing the sum of a large number of convex component functions. We study incremental gradient methods for solving such problems, which use information about a single component function at each iteration. We provide new convergence rate results under some assumptions. We also consider incremental aggregated gradient methods, which compute a single component function gradient at each iteration while using outdated gradients of all component functions to approximate the entire global cost function, and provide new linear rate results.<\/p>\n<p><\/div>\n<p><!-- .asset-content --><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Motivated by machine learning problems over large data sets and distributed optimization over networks, we consider the problem of minimizing the sum of a large number of convex component functions. We study incremental gradient methods for solving such problems, which use information about a single component function at each iteration. We provide new convergence rate [&hellip;]<\/p>\n","protected":false},"featured_media":257424,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr_hide_image_in_river":0,"footnotes":""},"research-area":[],"msr-video-type":[],"msr-locale":[268875],"msr-post-option":[],"msr-session-type":[],"msr-impact-theme":[],"msr-pillar":[],"msr-episode":[],"msr-research-theme":[],"class_list":["post-214929","msr-video","type-msr-video","status-publish","has-post-thumbnail","hentry","msr-locale-en_us"],"msr_download_urls":"","msr_external_url":"https:\/\/youtu.be\/0lFi9mF_Awo","msr_secondary_video_url":"","msr_video_file":"","_links":{"self":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video\/214929","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video"}],"about":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/types\/msr-video"}],"version-history":[{"count":0,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video\/214929\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media\/257424"}],"wp:attachment":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media?parent=214929"}],"wp:term":[{"taxonomy":"msr-research-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/research-area?post=214929"},{"taxonomy":"msr-video-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video-type?post=214929"},{"taxonomy":"msr-locale","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-locale?post=214929"},{"taxonomy":"msr-post-option","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-post-option?post=214929"},{"taxonomy":"msr-session-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-session-type?post=214929"},{"taxonomy":"msr-impact-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-impact-theme?post=214929"},{"taxonomy":"msr-pillar","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-pillar?post=214929"},{"taxonomy":"msr-episode","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-episode?post=214929"},{"taxonomy":"msr-research-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-theme?post=214929"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}