On randomized batch-sampling coordinate descent methods for solving linear least-squares problems

Abstract

This paper refines randomized block coordinate descent by introducing a coordinate-level batch-sampling distribution characterization, yielding a fine-grained randomized batch-sampling coordinate descent framework, which applies to any block coordinate descent method under an arbitrary static stochastic sampling rule for solving large-scale linear least-squares problems. Based on this framework, we derive new linear convergence rate bounds that are invariant to the column scaling of data matrices. Theoretical analysis and numerical experiments validate that the new bounds are significantly sharper than existing results and better aligned with the practical convergence rate. Furthermore, we proposed a learning-based sampling strategy by parameterizing the batch-sampling distribution and optimizing its parameters through gradient-based training. Preliminary numerical results on computed tomography (CT) reconstruction problems demonstrate that the resulting method converges significantly faster than variants using other fixed sampling rules, and outperforms tested adaptive coordinate descent methods and full gradient descent in computational efficiency, confirming that learned sampling distributions can effectively capture problem-specific structure to accelerate convergence within the framework.