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Gradient descent, and coordinate descent in particular, are core tools in machine learning and elsewhere. Large problem instances are common. To help solve them, two orthogonal approaches are known: acceleration and parallelism. In this…

Optimization and Control · Mathematics 2018-08-16 Richard Cole , Yixin Tao

The problem of identifying intersections between two sets of d-dimensional axis-parallel rectangles appears frequently in the context of agent-based simulation studies. For this reason, the High Level Architecture (HLA) specification -- a…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-28 Moreno Marzolla , Gabriele D'Angelo

Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

Machine Learning · Computer Science 2017-10-30 Zhouyuan Huo , Heng Huang

We seek tight bounds on the viable parallelism in asynchronous implementations of coordinate descent that achieves linear speedup. We focus on asynchronous coordinate descent (ACD) algorithms on convex functions which consist of the sum of…

Optimization and Control · Mathematics 2020-08-04 Yun Kuen Cheung , Richard Cole , Yixin Tao

This paper develops algorithms for decentralized machine learning over a network, where data are distributed, computation is localized, and communication is restricted between neighbors. A line of recent research in this area focuses on…

Optimization and Control · Mathematics 2020-08-06 Yanli Liu , Yuejiao Sun , Wotao Yin

Distributed stochastic gradient descent (SGD) is essential for scaling the machine learning algorithms to a large number of computing nodes. However, the infrastructures variability such as high communication delay or random node slowdown…

Machine Learning · Computer Science 2020-02-25 Jianyu Wang , Hao Liang , Gauri Joshi

This work investigates the training of conditional random fields (CRFs) via the stochastic dual coordinate ascent (SDCA) algorithm of Shalev-Shwartz and Zhang (2016). SDCA enjoys a linear convergence rate and a strong empirical performance…

Machine Learning · Statistics 2018-07-11 Rémi Le Priol , Alexandre Piché , Simon Lacoste-Julien

The growth of large language models (LLMs) increases challenges of accelerating distributed training across multiple GPUs in different data centers. Moreover, concerns about data privacy and data exhaustion have heightened interest in…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Zhenheng Tang , Zichen Tang , Junlin Huang , Xinglin Pan , Rudan Yan , Yuxin Wang , Amelie Chi Zhou , Shaohuai Shi , Xiaowen Chu , Bo Li

In this paper we develop and analyze Hydra: HYbriD cooRdinAte descent method for solving loss minimization problems with big data. We initially partition the coordinates (features) and assign each partition to a different node of a cluster.…

Machine Learning · Statistics 2013-10-09 Peter Richtárik , Martin Takáč

Distributed training with synchronous stochastic gradient descent (SGD) on GPU clusters has been widely used to accelerate the training process of deep models. However, SGD only utilizes the first-order gradient in model parameter updates,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-15 Shaohuai Shi , Lin Zhang , Bo Li

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

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

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. We describe variants of SDCA that do not require explicit regularization and do not rely on duality. We prove…

Machine Learning · Computer Science 2016-05-24 Shai Shalev-Shwartz

We present an improved analysis of mini-batched stochastic dual coordinate ascent for regularized empirical loss minimization (i.e. SVM and SVM-type objectives). Our analysis allows for flexible sampling schemes, including where data is…

Machine Learning · Computer Science 2015-07-31 Martin Takáč , Peter Richtárik , Nathan Srebro

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

Numerical Analysis · Mathematics 2016-01-29 Robert Mansel Gower , Peter Richtarik

This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…

Optimization and Control · Mathematics 2015-06-16 Aryan Mokhtari , Alejandro Ribeiro