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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

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…

Optimization and Control · Mathematics 2016-09-03 Avleen S. Bijral

Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal…

Machine Learning · Computer Science 2017-08-17 Cheng Daning , Li Shigang , Zhang Yunquan

As datasets continue to increase in size and multi-core computer architectures are developed, asynchronous parallel optimization algorithms become more and more essential to the field of Machine Learning. Unfortunately, conducting the…

Optimization and Control · Mathematics 2019-03-26 Rémi Leblond , Fabian Pedregosa , Simon Lacoste-Julien

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

The increasing scale of data propels the popularity of leveraging parallelism to speed up the optimization. Minibatch stochastic gradient descent (minibatch SGD) and local SGD are two popular methods for parallel optimization. The existing…

Machine Learning · Computer Science 2025-10-14 Yunwen Lei , Tao Sun , Mingrui Liu

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…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

This work proposes and studies the distributed resource allocation problem in asynchronous and stochastic settings. We consider a distributed system with multiple workers and a coordinating server with heterogeneous computation and…

Optimization and Control · Mathematics 2025-09-03 Qiang Li , Michal Yemini , Hoi-To Wai

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

The training of modern deep learning neural network calls for large amounts of computation, which is often provided by GPUs or other specific accelerators. To scale out to achieve faster training speed, two update algorithms are mainly…

Machine Learning · Computer Science 2020-05-15 Yemao Xu , Dezun Dong , Weixia Xu , Xiangke Liao

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in runtime as it waits for the slowest workers (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness…

Machine Learning · Statistics 2020-03-25 Sanghamitra Dutta , Jianyu Wang , Gauri Joshi

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…

Optimization and Control · Mathematics 2025-06-16 Artavazd Maranjyan , Omar Shaikh Omar , Peter Richtárik

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…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

We present a distributed asynchronous algorithm for approximating a single component of the solution to a system of linear equations $Ax = b$, where $A$ is a positive definite real matrix, and $b \in \mathbb{R}^n$. This is equivalent to…

Data Structures and Algorithms · Computer Science 2019-01-23 Asuman Ozdaglar , Devavrat Shah , Christina Lee Yu

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

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-06 Liang Wang , Ben Catterall , Richard Mortier

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

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh