Related papers: On the Computation and Communication Complexity of…
We examine fundamental tradeoffs in iterative distributed zeroth and first order stochastic optimization in multi-agent networks in terms of \emph{communication cost} (number of per-node transmissions) and \emph{computational cost},…
Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…
Following AI scaling trends, frontier models continue to grow in size and continue to be trained on larger datasets. Training these models requires huge investments in exascale computational resources, which has in turn driven developtment…
We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the…
Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…
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…
Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…
As the size and complexity of models and datasets grow, so does the need for communication-efficient variants of stochastic gradient descent that can be deployed to perform parallel model training. One popular communication-compression…
As the size and complexity of models and datasets grow, so does the need for communication-efficient variants of stochastic gradient descent that can be deployed to perform parallel model training. One popular communication-compression…
Stochastic optimization via Stochastic Gradient Descent (SGD) is a fundamental problem in statistics and optimization. This paper revisits Stochastic Gradient Descent (SGD) for strongly convex objectives, establishing tight, uniform-in-time…
Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…
One approach for reducing run time and improving efficiency of machine learning is to reduce the convergence rate of the optimization algorithm used. Shuffling is an algorithm technique that is widely used in machine learning, but it only…
Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with…
In this paper, we study the communication and (sub)gradient computation costs in distributed optimization and give a sharp complexity analysis for the proposed distributed accelerated gradient methods. We present two algorithms based on the…
Understanding the bottlenecks in implementing stochastic gradient descent (SGD)-based distributed support vector machines (SVM) algorithm is important in training larger data sets. The communication time to do the model synchronization…
Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…
We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…
In view of a direct and simple improvement of vanilla SGD, this paper presents a fine-tuning of its step-sizes in the mini-batch case. For doing so, one estimates curvature, based on a local quadratic model and using only noisy gradient…
Hogwild! implements asynchronous Stochastic Gradient Descent (SGD) where multiple threads in parallel access a common repository containing training data, perform SGD iterations and update shared state that represents a jointly learned…
Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…