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We present a methodology for parallel acceleration of learning in the presence of matrix orthogonality and unitarity constraints of interest in several branches of machine learning. We show how an apparently sequential elementary rotation…

Machine Learning · Computer Science 2021-06-02 Firas Hamze

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

We extend the Approximate-Proximal Point (aProx) family of model-based methods for solving stochastic convex optimization problems, including stochastic subgradient, proximal point, and bundle methods, to the minibatch and accelerated…

Optimization and Control · Mathematics 2021-01-08 Karan Chadha , Gary Cheng , John C. Duchi

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

Data and pipeline parallelism are key strategies for scaling neural network training across distributed devices, but their high communication cost necessitates co-located computing clusters with fast interconnects, limiting their…

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

Optimization and Control · Mathematics 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

Emerging workloads, such as graph processing and machine learning are approximate because of the scale of data involved and the stochastic nature of the underlying algorithms. These algorithms are often distributed over multiple machines…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-28 Asim Kadav , Erik Kruus

A new class of parallel algorithms is introduced that can achieve a complexity of O(n^3/2) with respect to the interprocessor communication, in the exact computation of systems with pairwise mutual interactions of all elements. Hitherto,…

High Energy Physics - Lattice · Physics 2008-02-03 Th. Lippert , A. Seyfried , A. Bode , K. Schilling

The generation speed of LLMs are bottlenecked by autoregressive decoding, where tokens are predicted sequentially one by one. Alternatively, diffusion large language models (dLLMs) theoretically allow for parallel token generation, but in…

Computation and Language · Computer Science 2025-11-03 Daniel Israel , Guy Van den Broeck , Aditya Grover

Large Reasoning Models (LRMs) often suffer from computational inefficiency due to overthinking, where a fixed reasoning budget fails to match the varying complexity of tasks. To address this issue, we propose Adaptive Overclocking, a method…

Machine Learning · Computer Science 2025-09-23 Shuhao Jiang , Songbo Wang , Yang Qiao , Chun Xu , Chaoyang Zheng , Shengyi Zhou , Huanjun Wang , Fangming Li , Cong Zhang , Jiyu Wang

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

Optimization and Control · Mathematics 2024-02-12 Zhong Zheng , Shiqian Ma , Lingzhou Xue

State-of-the-art optimization is steadily shifting towards massively parallel pipelines with extremely large batch sizes. As a consequence, CPU-bound preprocessing and disk/memory/network operations have emerged as new performance…

Machine Learning · Computer Science 2020-10-27 Naman Agarwal , Rohan Anil , Tomer Koren , Kunal Talwar , Cyril Zhang

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…

Computational Physics · Physics 2009-11-10 W. R. Gibbs

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

Optimization and Control · Mathematics 2018-10-25 Josep Virgili-Llop , Marcello Romano

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

Sequential computation is well understood but does not scale well with current technology. Within the next decade, systems will contain large numbers of processors with potentially thousands of processors per chip. Despite this, many…

Hardware Architecture · Computer Science 2015-11-17 James Hanlon

Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi N. , Paul H. Siegel
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