  Stochastic Gradient Descent (SGD) has become popular for solving large scale
supervised machine learning optimization problems such as SVM, due to their
strong theoretical guarantees. While the closely related Dual Coordinate Ascent
(DCA) method has been implemented in various software packages, it has so far
lacked good convergence analysis. This paper presents a new analysis of
Stochastic Dual Coordinate Ascent (SDCA) showing that this class of methods
enjoy strong theoretical guarantees that are comparable or better than SGD.
This analysis justifies the effectiveness of SDCA for practical applications.
