Related papers: On Data Dependence in Distributed Stochastic Optim…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
In this work, we focus on the communication aspect of decentralized learning, which involves multiple agents training a shared machine learning model using decentralized stochastic gradient descent (D-SGD) over distributed data. In…
Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…
We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…
Over the last decades, Stochastic Gradient Descent (SGD) has been intensively studied by the Machine Learning community. Despite its versatility and excellent performance, the optimization of large models via SGD still is a time-consuming…
The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…
In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…
It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and -- in asynchronous implementations -- on the gradient staleness. Especially, it has been…
Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…
With the rise of big data analytics, multi-layer neural networks have surfaced as one of the most powerful machine learning methods. However, their theoretical mathematical properties are still not fully understood. Training a neural…
When training a machine learning model with observational data, it is often encountered that some values are systemically missing. Learning from the incomplete data in which the missingness depends on some covariates may lead to biased…
Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
Huge scale machine learning problems are nowadays tackled by distributed optimization algorithms, i.e. algorithms that leverage the compute power of many devices for training. The communication overhead is a key bottleneck that hinders…
Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…
In distributed machine learning, a central node outsources computationally expensive calculations to external worker nodes. The properties of optimization procedures like stochastic gradient descent (SGD) can be leveraged to mitigate the…
We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on…
Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…
We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…