Conference paper

A Unified Convergence Analysis for Shuffling-Type Gradient Methods

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We provide a unified convergence analysis for a class of shuffling-type gradient methods for solving a well-known finite-sum minimization problem commonly used in machine learning. This algorithm covers various variants such as randomized reshuffling, single shuffling, and cyclic/incremental gradient schemes. We consider two different settings: strongly convex and non-convex problems. Our main contribution consists of new non-asymptotic and asymptotic convergence rates for a general class of shuffling-type gradient methods to solve both non-convex and strongly convex problems. While our rate in the non-convex problem is new, the rate on the strongly convex case matches (up to a constant) the best-known results. However, unlike existing works in this direction, we only use standard assumptions such as smoothness and strong convexity.