Related papers: Distributed Stochastic Optimization via Adaptive S…
Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…
Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
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 the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…
Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…
Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…
We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…
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,…
The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…
We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…
In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…
Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…
We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…