Enhanced Cyclic Coordinate Descent Methods for Elastic Net Penalized Linear Models
NeurIPS 2025 (Submitted), Duke University, May, 2025
A theoretically grounded optimization method that enhances classical coordinate descent by unrolling updates across blocks and applying Taylor-based curvature correction. ECCD achieves up to 13× speedup and maintains sub-10⁻⁵ relative error across logistic and Poisson GLMs, outperforming glmnet, biglasso, and ncvreg on high-dimensional benchmarks.