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This paper considers a general stochastic resource allocation problem that arises widely in wireless networks, cognitive radio, networks, smart-grid communications, and cross-layer design. The problem formulation involves expectations with…

Optimization and Control · Mathematics 2017-12-12 Amrit Singh Bedi , Ketan Rajawat

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Distributed stochastic gradient descent (SGD) algorithms are widely deployed in training large-scale deep learning models, while the communication overhead among workers becomes the new system bottleneck. Recently proposed gradient…

Machine Learning · Computer Science 2019-11-21 Shaohuai Shi , Xiaowen Chu , Ka Chun Cheung , Simon See

Single-Program-Multiple-Data (SPMD) parallelism has recently been adopted to train large deep neural networks (DNNs). Few studies have explored its applicability on heterogeneous clusters, to fully exploit available resources for large…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-12 Shiwei Zhang , Lansong Diao , Chuan Wu , Zongyan Cao , Siyu Wang , Wei Lin

We consider a large-scale parallel-server system, where each server independently adjusts its processing speed in a decentralized manner. The objective is to minimize the overall cost, which comprises the average cost of maintaining the…

Optimization and Control · Mathematics 2023-06-06 Daan Rutten , Martin Zubeldia , Debankur Mukherjee

We address a decentralized convex optimization problem, where every agent has its unique local objective function and constraint set. Agents compute at different speeds, and their communication may be delayed and directed. For this setup,…

Optimization and Control · Mathematics 2024-01-09 Firooz Shahriari-Mehr , Ashkan Panahi

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…

Machine Learning · Statistics 2016-11-28 Ioannis Mitliagkas , Ce Zhang , Stefan Hadjis , Christopher Ré

Deep learning is a popular machine learning technique and has been applied to many real-world problems. However, training a deep neural network is very time-consuming, especially on big data. It has become difficult for a single machine to…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-04 Xing Zhao , Aijun An , Junfeng Liu , Bao Xin Chen

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to…

Optimization and Control · Mathematics 2023-08-24 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

In distributed stochastic optimization, where parallel and asynchronous methods are employed, we establish optimal time complexities under virtually any computation behavior of workers/devices/CPUs/GPUs, capturing potential disconnections…

Optimization and Control · Mathematics 2025-02-07 Alexander Tyurin

The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…

Optimization and Control · Mathematics 2018-03-01 Songtao Lu , Mingyi Hong , Zhengdao Wang

We describe a computationally efficient, stochastic graph-regularization technique that can be utilized for the semi-supervised training of deep neural networks in a parallel or distributed setting. We utilize a technique, first described…

Machine Learning · Statistics 2018-05-31 Sunil Thulasidasan , Jeffrey Bilmes , Garrett Kenyon

Variance reduction (VR) techniques for convergence rate acceleration of stochastic gradient descent (SGD) algorithm have been developed with great efforts recently. VR's two variants, stochastic variance-reduced-gradient (SVRG-SGD) and…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-11 Fei Wang , Jun Ye , Weichen Li , Guihai Chen

Distributed stochastic gradient descent (SGD) with gradient compression has become a popular communication-efficient solution for accelerating distributed learning. One commonly used method for gradient compression is Top-K sparsification,…

Machine Learning · Computer Science 2023-09-12 Mengzhe Ruan , Guangfeng Yan , Yuanzhang Xiao , Linqi Song , Weitao Xu

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…

Machine Learning · Computer Science 2020-07-13 Tyler B. Johnson , Pulkit Agrawal , Haijie Gu , Carlos Guestrin

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

The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…

Statistics Theory · Mathematics 2017-10-24 Antoine Godichon-Baggioni , Sofiane Saadane
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