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Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright

We consider the problem of nonnegative tensor completion. We adopt the alternating optimization framework and solve each nonnegative matrix completion problem via a stochastic variation of the accelerated gradient algorithm. We…

Signal Processing · Electrical Eng. & Systems 2021-09-21 Ioanna Siaminou , Ioannis Marios Papagiannakos , Christos Kolomvakis , Athanasios P. Liavas

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

In distributed deep learning with data parallelism, synchronizing gradients at each training step can cause a huge communication overhead, especially when many nodes work together to train large models. Local gradient methods, such as Local…

Machine Learning · Computer Science 2024-04-15 Xinran Gu , Kaifeng Lyu , Sanjeev Arora , Jingzhao Zhang , Longbo Huang

In this paper, we study the stochastic gradient descent (SGD) method for the nonconvex nonsmooth optimization, and propose an accelerated SGD method by combining the variance reduction technique with Nesterov's extrapolation technique.…

Optimization and Control · Mathematics 2019-02-18 Feihu Huang , Songcan Chen

Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a minimax game using stochastic gradients, is still poorly understood. In this work, we analyze last-iterate…

Machine Learning · Computer Science 2020-10-13 Ernest K. Ryu , Kun Yuan , Wotao Yin

The ability to train large-scale neural networks has resulted in state-of-the-art performance in many areas of computer vision. These results have largely come from computational break throughs of two forms: model parallelism, e.g. GPU…

Computer Vision and Pattern Recognition · Computer Science 2013-12-24 Thomas Paine , Hailin Jin , Jianchao Yang , Zhe Lin , Thomas Huang

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization problems. We characterize the finite-time performance of this…

Optimization and Control · Mathematics 2020-10-20 Thinh T. Doan , Lam M. Nguyen , Nhan H. Pham , Justin Romberg

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

Machine Learning · Computer Science 2017-02-24 Thomas Parnell , Celestine Dünner , Kubilay Atasu , Manolis Sifalakis , Haris Pozidis

As datasets continue to increase in size and multi-core computer architectures are developed, asynchronous parallel optimization algorithms become more and more essential to the field of Machine Learning. Unfortunately, conducting the…

Optimization and Control · Mathematics 2019-03-26 Rémi Leblond , Fabian Pedregosa , Simon Lacoste-Julien

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

Distributed training algorithms of deep neural networks show impressive convergence speedup properties on very large problems. However, they inherently suffer from communication related slowdowns and communication topology becomes a crucial…

Machine Learning · Computer Science 2022-03-25 Tomer Avidor , Nadav Tal Israel

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

Data parallelism has become the de facto standard for training Deep Neural Network on multiple processing units. In this work we propose DC-S3GD, a decentralized (without Parameter Server) stale-synchronous version of the Delay-Compensated…

Machine Learning · Computer Science 2019-11-07 Alessandro Rigazzi

Stochastic gradient descent (SGD) gives an optimal convergence rate when minimizing convex stochastic objectives $f(x)$. However, in terms of making the gradients small, the original SGD does not give an optimal rate, even when $f(x)$ is…

Machine Learning · Computer Science 2021-07-30 Zeyuan Allen-Zhu
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