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Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-05 Frederic Magoules , Qinmeng Zou

We study the problem of predicting the results of computations that are too expensive to run, via the observation of the results of smaller computations. We model this as an online learning problem with delayed feedback, where the length of…

Machine Learning · Computer Science 2016-09-08 Scott Garrabrant , Nate Soares , Jessica Taylor

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…

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

We propose an asynchronous iterative scheme that allows a set of interconnected nodes to distributively reach an agreement within a pre-specified bound in a finite number of steps. While this scheme could be adopted in a wide variety of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-13 Andreas Grammenos , Themistoklis Charalambous , Evangelia Kalyvianaki

We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

Optimization and Control · Mathematics 2021-11-16 Alon Cohen , Amit Daniely , Yoel Drori , Tomer Koren , Mariano Schain

Several works have shown linear speedup is achieved by an asynchronous parallel implementation of stochastic coordinate descent so long as there is not too much parallelism. More specifically, it is known that if all updates are of similar…

Optimization and Control · Mathematics 2020-11-23 Yun Kuen Cheung , Richard Cole , Yixin Tao

Iterative graph algorithms often compute intermediate values and update them as computation progresses. Updated output values are used as inputs for computations in current or subsequent iterations; hence the number of iterations required…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-05 Mark P. Blanco , Scott McMillan , Tze Meng Low

We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…

Optimization and Control · Mathematics 2020-11-30 Saverio Salzo , Silvia Villa

Parallel dataflow systems are a central part of most analytic pipelines for big data. The iterative nature of many analysis and machine learning algorithms, however, is still a challenge for current systems. While certain types of bulk…

Databases · Computer Science 2012-08-02 Stephan Ewen , Kostas Tzoumas , Moritz Kaufmann , Volker Markl

Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…

Numerical Analysis · Mathematics 2013-12-13 Dhavide Aruliah , Lennaert van Veen , Alex Dubitski

Asynchronous programming is widely adopted for building responsive and efficient software, and modern languages such as C# provide async/await primitives to simplify the use of asynchrony. In this paper, we propose an approach for…

Programming Languages · Computer Science 2022-09-15 Sidi Mohamed Beillahi , Ahmed Bouajjani , Constantin Enea , Shuvendu Lahiri

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Optimization and Control · Mathematics 2018-02-28 Cong Fang , Yameng Huang , Zhouchen Lin

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Optimization and Control · Mathematics 2014-11-12 Ji Liu , Stephen J. Wright , Christopher Ré , Victor Bittorf , Srikrishna Sridhar

In this paper, we analyze the convergence as well as the rate of convergence of asynchronous distributed quadratic programming (QP) with dual decomposition technique. In general, distributed optimization requires synchronization of data at…

Optimization and Control · Mathematics 2015-06-22 Kooktae Lee , Raktim Bhattacharya

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

Numerical Analysis · Mathematics 2018-08-13 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…

Machine Learning · Computer Science 2021-06-24 Rotem Zamir Aviv , Ido Hakimi , Assaf Schuster , Kfir Y. Levy

Coupled map lattices are paradigmatic models of many collective phenomena. However, quite different patterns can emerge depending on the updating scheme. While in early versions, maps were updated synchronously, there has been in recent…

Chaotic Dynamics · Physics 2016-06-15 Juan Carlos González-Avella , Celia Anteneodo

The famous Fischer, Lynch, and Paterson impossibility proof shows that it is impossible to solve the consensus problem in a natural model of an asynchronous distributed system if even a single process can fail. Since its publication, two…

Data Structures and Algorithms · Computer Science 2007-05-23 James Aspnes

Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…

Numerical Analysis · Computer Science 2014-12-04 Uri Ascher , Farbod Roosta-Khorasani