Reducing Runtime by Recycling Samples [article]

Jialei Wang, Hai Wang, Nathan Srebro
2016 arXiv   pre-print
Contrary to the situation with stochastic gradient descent, we argue that when using stochastic methods with variance reduction, such as SDCA, SAG or SVRG, as well as their variants, it could be beneficial to reuse previously used samples instead of fresh samples, even when fresh samples are available. We demonstrate this empirically for SDCA, SAG and SVRG, studying the optimal sample size one should use, and also uncover be-havior that suggests running SDCA for an integer number of epochs could be wasteful.
arXiv:1602.02136v1 fatcat:ljvahxcxbfdbfbkzpc7mb2x76q