Related papers: Distributed Stochastic Gradient Descent Using LDGM…
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…
Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…
Distributed training algorithms of deep neural networks show impressive convergence speedup properties on very large problems. However, they inherently suffer from communication related slowdowns and communication topology becomes a crucial…
A major hurdle in machine learning is scalability to massive datasets. One approach to overcoming this is to distribute the computational tasks among several workers. \textit{Gradient coding} has been recently proposed in distributed…
Classically, ML models trained with stochastic gradient descent (SGD) are designed to minimize the average loss per example and use a distribution of training examples that remains {\em static} in the course of training. Research in recent…
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…
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…
Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…
While iterative quantizers based on low-density generator-matrix (LDGM) codes have been shown to be able to achieve near-ideal distortion performance with comparatively moderate block length and computational complexity requirements, their…
We consider the distributed learning problem with data dispersed across multiple workers under the orchestration of a central server. Asynchronous Stochastic Gradient Descent (SGD) has been widely explored in such a setting to reduce the…
In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…
When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…
Stochastic gradient descent (SGD) is an essential element in Machine Learning (ML) algorithms. Asynchronous parallel shared-memory SGD (AsyncSGD), including synchronization-free algorithms, e.g. HOGWILD!, have received interest in certain…
Distributed implementations of gradient-based methods, wherein a server distributes gradient computations across worker machines, suffer from slow running machines, called 'stragglers'. Gradient coding is a coding-theoretic framework to…
Stochastic Gradient Descent or SGD is the most popular optimization algorithm for large-scale problems. SGD estimates the gradient by uniform sampling with sample size one. There have been several other works that suggest faster epoch-wise…
Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…
Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…
We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…