NIPS Proceedingsβ

Better Mini-Batch Algorithms via Accelerated Gradient Methods

Part of: Advances in Neural Information Processing Systems 24 (NIPS 2011)

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Mini-batch algorithms have recently received significant attention as a way to speed-up stochastic convex optimization problems. In this paper, we study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard gradient methods may sometimes be insufficient to obtain a significant speed-up. We propose a novel accelerated gradient algorithm, which deals with this deficiency, and enjoys a uniformly superior guarantee. We conclude our paper with experiments on real-world datasets, which validates our algorithm and substantiates our theoretical insights.