DADAM is a MATLAB package of a collection of decentralized adaptive online and stochastic optimization algorithms. Given a set of
For more details, please see https://arxiv.org/pdf/1901.09109.pdf
1- Requirement
The algorithms have been implemented in MATLAB and make extensive use of the SGDLibrary. You can find the latest version at https://github.com/hiroyuki-kasai/SGDLibrary
2- Setup
Run run_me_first_to_add_libs_.m for path configurations.
You must then make sure that SGDLibrary-master and DADAM-master can be seen from MATLAB (i.e. make sure to run addpath on their paths).
3- Simplest usage example
Execute example.m for the simplest demonstration of this package. This is the case of softmax regression problem.
To reproduce the experiments, execute
dadam_test_linear_svm.m
dadam_test_l1_logistic_regression.m
dadam_test_softmax_classifier.m