Extension to block or minibatch Kaczmarz with smoothed momentum
Extend the analysis of KGSM beyond unit batch size to randomized block Kaczmarz or minibatch variants with geometrically smoothed momentum, and derive convergence-rate results analogous to the single-equation case.
Sponsor
References
Our analysis considered the case of block size one (or equivalent minibatch size). Can the analysis be extended to Kaczmarz methods with variable block or minibatch size?
— Randomized Kaczmarz with geometrically smoothed momentum
(2401.09415 - Alderman et al., 17 Jan 2024) in Discussion, Limitations and questions — Block methods