Related papers: Anytime Minibatch with Delayed Gradients
We propose two variants of the Primal Dual Hybrid Gradient (PDHG) algorithm for saddle point problems with block decomposable duals, hereafter called Multi-Timescale PDHG (MT-PDHG) and its accelerated variant (AMT-PDHG). Through novel…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…
Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or…
This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…
With the increasing demand for large-scale training of machine learning models, consensus-based distributed optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each…
In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…
Modern deep neural networks often require distributed training with many workers due to their large size. As the number of workers increases, communication overheads become the main bottleneck in data-parallel minibatch stochastic gradient…
Asynchronous stochastic gradient descent (SGD) enables scalable distributed training but suffers from gradient staleness. Existing mitigation strategies, such as delay-adaptive learning rates and staleness-aware filtering, typically…
We explore an explicit link between stochastic gradient descent using common batching strategies and splitting methods for ordinary differential equations. From this perspective, we introduce a new minibatching strategy (called Symmetric…
Algebraic multigrid (AMG) is a widely used scalable solver and preconditioner for large-scale linear systems resulting from the discretization of a wide class of elliptic PDEs. While AMG has optimal computational complexity, the cost of…
This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…
Cloud computing is becoming increasingly popular as a platform for distributed training of deep neural networks. Synchronous stochastic gradient descent (SSGD) suffers from substantial slowdowns due to stragglers if the environment is…
The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…
Decentralized optimization algorithms have recently attracted increasing attention due to its wide applications in all areas of science and engineering. In these algorithms, a collection of agents collaborate to minimize the average of a…
Adaptive gradient algorithms such as ADAGRAD and its variants have gained popularity in the training of deep neural networks. While many works as for adaptive methods have focused on the static regret as a performance metric to achieve a…
This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
In distributed synchronous gradient descent (GD) the main performance bottleneck for the per-iteration completion time is the slowest \textit{straggling} workers. To speed up GD iterations in the presence of stragglers, coded distributed…
We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…