Fast Large-Scale Discrete Optimization Based on Principal Coordinate Descent
This addresses the computational and accuracy challenges in binary optimization for applications in computer vision and machine learning, representing an incremental improvement with broader applicability.
The paper tackles the NP-hard problem of large-scale binary optimization by proposing a fast algorithm that iteratively updates binary variables based on linear surrogates, achieving superior effectiveness and efficiency over state-of-the-art methods in experiments.
Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are NP-hard and difficult to solve due to the binary constraints, especially when the number of variables is very large. Existing methods often suffer from high computational costs or large accumulated quantization errors, or are only designed for specific tasks. In this paper, we propose a fast algorithm to find effective approximate solutions for general binary optimization problems. The proposed algorithm iteratively solves minimization problems related to the linear surrogates of loss functions, which leads to the updating of some binary variables most impacting the value of loss functions in each step. Our method supports a wide class of empirical objective functions with/without restrictions on the numbers of $1$s and $-1$s in the binary variables. Furthermore, the theoretical convergence of our algorithm is proven, and the explicit convergence rates are derived, for objective functions with Lipschitz continuous gradients, which are commonly adopted in practice. Extensive experiments on several binary optimization tasks and large-scale datasets demonstrate the superiority of the proposed algorithm over several state-of-the-art methods in terms of both effectiveness and efficiency.