Related papers: SySCD: A System-Aware Parallel Coordinate Descent …
The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…
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…
We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…
Large-scale sparse precision matrix estimation has attracted wide interest from the statistics community. The convex partial correlation selection method (CONCORD) developed by Khare et al. (2015) has recently been credited with some…
We provide improved parallel approximation algorithms for the important class of packing and covering linear programs. In particular, we present new parallel $\epsilon$-approximate packing and covering solvers which run in…
In prior works, stochastic dual coordinate ascent (SDCA) has been parallelized in a multi-core environment where the cores communicate through shared memory, or in a multi-processor distributed memory environment where the processors…
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,…
Stochastic Gradient Descent (SGD) is the standard numerical method used to solve the core optimization problem for the vast majority of machine learning (ML) algorithms. In the context of large scale learning, as utilized by many Big Data…
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…
Data parallelism has become the de facto standard for training Deep Neural Network on multiple processing units. In this work we propose DC-S3GD, a decentralized (without Parameter Server) stale-synchronous version of the Delay-Compensated…
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…
Gradient descent, and coordinate descent in particular, are core tools in machine learning and elsewhere. Large problem instances are common. To help solve them, two orthogonal approaches are known: acceleration and parallelism. In this…
In decentralized optimization over networks, synchronizing the updates of all nodes incurs significant communication overhead. For this reason, much of the recent literature has focused on the analysis and design of asynchronous…
Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA)…
Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…
We propose and analyze a new parallel coordinate descent method---`NSync---in which at each iteration a random subset of coordinates is updated, in parallel, allowing for the subsets to be chosen non-uniformly. We derive convergence rates…
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…
We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…
This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…
Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity…