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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

A major bottleneck of distributed learning under parameter-server (PS) framework is communication cost due to frequent bidirectional transmissions between the PS and workers. To address this issue, local stochastic gradient descent (SGD)…

Information Theory · Computer Science 2023-01-02 Feng Zhu , Jingjing Zhang , Xin Wang

Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a…

Optimization and Control · Mathematics 2018-09-26 Xiangru Lian , Wei Zhang , Ce Zhang , Ji Liu

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

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…

Machine Learning · Computer Science 2022-03-25 Tomer Avidor , Nadav Tal Israel

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…

Optimization and Control · Mathematics 2021-09-03 Blake Woodworth

Stochastic gradient descent (SGD) gives an optimal convergence rate when minimizing convex stochastic objectives $f(x)$. However, in terms of making the gradients small, the original SGD does not give an optimal rate, even when $f(x)$ is…

Machine Learning · Computer Science 2021-07-30 Zeyuan Allen-Zhu

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2023-10-18 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

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…

Optimization and Control · Mathematics 2024-09-18 Shujing Feng , Xin Jiang

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information, such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-25 Zijie Yan

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

Numerical Analysis · Mathematics 2024-12-11 Lehan Chen , Yuji Nakatsukasa

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…

Machine Learning · Computer Science 2015-02-11 Christopher De Sa , Kunle Olukotun , Christopher Ré

Asynchronous stochastic gradient methods are central to scalable distributed optimization, particularly when devices differ in computational capabilities. Such settings arise naturally in federated learning, where training takes place on…

Optimization and Control · Mathematics 2026-02-20 Artavazd Maranjyan , Peter Richtárik

A standard approach in large scale machine learning is distributed stochastic gradient training, which requires the computation of aggregated stochastic gradients over multiple nodes on a network. Communication is a major bottleneck in such…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-24 Hanlin Tang , Xiangru Lian , Chen Yu , Tong Zhang , Ji Liu

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

Decentralized stochastic gradient descent (SGD) is a driving engine for decentralized federated learning (DFL). The performance of decentralized SGD is jointly influenced by inter-node communications and local updates. In this paper, we…

Machine Learning · Computer Science 2022-02-14 Wei Liu , Li Chen , Wenyi Zhang