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The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…

Optimization and Control · Mathematics 2026-03-04 Xinran Zheng , Tara Javidi , Behrouz Touri

To increase the training speed of distributed learning, recent years have witnessed a significant amount of interest in developing both synchronous and asynchronous distributed stochastic variance-reduced optimization methods. However, all…

Machine Learning · Computer Science 2022-08-30 Zhuqing Liu , Xin Zhang , Jia Liu

There is an increased interest in building data analytics frameworks with advanced algebraic capabilities both in industry and academia. Many of these frameworks, e.g., TensorFlow and BIDMach, implement their compute-intensive primitives in…

Databases · Computer Science 2018-02-27 Yujing Ma , Florin Rusu , Martin Torres

Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…

Machine Learning · Computer Science 2020-03-13 Xiaoxi Zhang , Jianyu Wang , Gauri Joshi , Carlee Joe-Wong

A popular method of force-directed graph drawing is multidimensional scaling using graph-theoretic distances as input. We present an algorithm to minimize its energy function, known as stress, by using stochastic gradient descent (SGD) to…

Computational Geometry · Computer Science 2018-06-29 Jonathan X. Zheng , Samraat Pawar , Dan F. M. Goodman

In this book chapter, we briefly describe the main components that constitute the gradient descent method and its accelerated and stochastic variants. We aim at explaining these components from a mathematical point of view, including…

Optimization and Control · Mathematics 2022-12-20 Quoc Tran-Dinh , Marten van Dijk

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

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…

Machine Learning · Computer Science 2020-11-18 Aditya Devarakonda , James Demmel

Stochastic Gradient Descent is used for large datasets to train models to reduce the training time. On top of that data parallelism is widely used as a method to efficiently train neural networks using multiple worker nodes in parallel.…

Machine Learning · Computer Science 2024-07-02 Aakash Sudhirbhai Vora , Dhrumil Chetankumar Joshi , Aksh Kantibhai Patel

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

Optimization and Control · Mathematics 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-03-14 Michael Teng , Frank Wood

In distributed synchronous gradient descent (GD) the main performance bottleneck for the per-iteration completion time is the slowest \textit{straggling} workers. To speed up GD iterations in the presence of stragglers, coded distributed…

Information Theory · Computer Science 2020-11-04 Baturalp Buyukates , Emre Ozfatura , Sennur Ulukus , Deniz Gunduz

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Optimization and Control · Mathematics 2018-09-26 Guanghui Lan , Yi Zhou

Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…

Machine Learning · Statistics 2017-10-02 Qi Meng , Wei Chen , Yue Wang , Zhi-Ming Ma , Tie-Yan Liu

Many iterative procedures in stochastic optimization exhibit a transient phase followed by a stationary phase. During the transient phase the procedure converges towards a region of interest, and during the stationary phase the procedure…

Machine Learning · Statistics 2018-02-26 Jerry Chee , Panos Toulis

In an asynchronous federated learning framework, the server updates the global model once it receives an update from a client instead of waiting for all the updates to arrive as in the synchronous setting. This allows heterogeneous devices…

Machine Learning · Computer Science 2022-06-08 Qiyuan Wang , Qianqian Yang , Shibo He , Zhiguo Shi , Jiming Chen