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We study asynchronous finite sum minimization in a distributed-data setting with a central parameter server. While asynchrony is well understood in parallel settings where the data is accessible by all machines -- e.g., modifications of…

Machine Learning · Computer Science 2021-03-11 Margalit Glasgow , Mary Wootters

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

Machine Learning · Computer Science 2021-01-01 Tianyi Chen , Ziye Guo , Yuejiao Sun , Wotao Yin

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Machine Learning · Computer Science 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization,…

Machine Learning · Computer Science 2018-09-28 Dan Alistarh , Torsten Hoefler , Mikael Johansson , Sarit Khirirat , Nikola Konstantinov , Cédric Renggli

Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…

Optimization and Control · Mathematics 2018-11-30 Sarit Khirirat , Hamid Reza Feyzmahdavian , Mikael Johansson

Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

Machine Learning · Statistics 2014-05-14 Peilin Zhao , Tong Zhang

In this work we introduce a new optimisation method called SAGA in the spirit of SAG, SDCA, MISO and SVRG, a set of recently proposed incremental gradient algorithms with fast linear convergence rates. SAGA improves on the theory behind SAG…

Machine Learning · Computer Science 2014-12-17 Aaron Defazio , Francis Bach , Simon Lacoste-Julien

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require…

Machine Learning · Computer Science 2017-04-10 Soham De , Gavin Taylor , Tom Goldstein

In the realm of big data and machine learning, data-parallel, distributed stochastic algorithms have drawn significant attention in the present days.~While the synchronous versions of these algorithms are well understood in terms of their…

Optimization and Control · Mathematics 2020-04-07 Atal Narayan Sahu , Aritra Dutta , Aashutosh Tiwari , Peter Richtárik

To reduce the long training time of large deep neural network (DNN) models, distributed synchronous stochastic gradient descent (S-SGD) is commonly used on a cluster of workers. However, the speedup brought by multiple workers is limited by…

Machine Learning · Computer Science 2020-03-03 Shaohuai Shi , Zhenheng Tang , Qiang Wang , Kaiyong Zhao , Xiaowen Chu

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

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…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

Conventional distributed approaches to coverage control may suffer from lack of convergence and poor performance, due to the fact that agents have limited information, especially in non-convex discrete environments. To address this issue,…

Computer Science and Game Theory · Computer Science 2024-04-09 Tatsuya Iwase , Aurélie Beynier , Nicolas Bredeche , Nicolas Maudet , Jason R. Marden

When scaling distributed training, the communication overhead is often the bottleneck. In this paper, we propose a novel SGD variant with reduced communication and adaptive learning rates. We prove the convergence of the proposed algorithm…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta , Haibin Lin

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling

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

Modern distributed optimization methods mostly rely on traditional synchronous approaches, despite substantial recent progress in asynchronous optimization. We revisit Synchronous SGD and its robust variant, called $m$-Synchronous SGD, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-04 Grigory Begunov , Alexander Tyurin

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg