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Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein

In machine learning, asynchronous parallel stochastic gradient descent (APSGD) is broadly used to speed up the training process through multi-workers. Meanwhile, the time delay of stale gradients in asynchronous algorithms is generally…

Machine Learning · Computer Science 2020-06-09 Lifu Wang , Bo Shen , Ning Zhao

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-19 Karl Bäckström , Ivan Walulya , Marina Papatriantafilou , Philippas Tsigas

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-14 Aditya Devarakonda , Ramakrishnan Kannan

Asynchronous distributed stochastic gradient descent methods have trouble converging because of stale gradients. A gradient update sent to a parameter server by a client is stale if the parameters used to calculate that gradient have since…

Machine Learning · Statistics 2016-01-18 Augustus Odena

Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization problems. We characterize the finite-time performance of this…

Optimization and Control · Mathematics 2020-10-20 Thinh T. Doan , Lam M. Nguyen , Nhan H. Pham , Justin Romberg

Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…

Optimization and Control · Mathematics 2019-03-07 Zaiyi Chen , Zhuoning Yuan , Jinfeng Yi , Bowen Zhou , Enhong Chen , Tianbao Yang

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Machine Learning · Computer Science 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

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

Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…

Optimization and Control · Mathematics 2018-11-30 Sarit Khirirat , Hamid Reza Feyzmahdavian , Mikael Johansson

Distributed descent-based methods are an essential toolset to solving optimization problems in multi-agent system scenarios. Here the agents seek to optimize a global objective function through mutual cooperation. Oftentimes, cooperation is…

Optimization and Control · Mathematics 2019-08-28 Arunselvan Ramaswamy

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

In the context of distributed deep learning, the issue of stale weights or gradients could result in poor algorithmic performance. This issue is usually tackled by delay tolerant algorithms with some mild assumptions on the objective…

Machine Learning · Computer Science 2024-10-28 Haoxiang Wang , Zhanhong Jiang , Chao Liu , Soumik Sarkar , Dongxiang Jiang , Young M. Lee

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

Training time on large datasets for deep neural networks is the principal workflow bottleneck in a number of important applications of deep learning, such as object classification and detection in automatic driver assistance systems (ADAS).…

Machine Learning · Computer Science 2016-11-15 Peter H. Jin , Qiaochu Yuan , Forrest Iandola , Kurt Keutzer

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

While distributed training significantly speeds up the training process of the deep neural network (DNN), the utilization of the cluster is relatively low due to the time-consuming data synchronizing between workers. To alleviate this…

Machine Learning · Computer Science 2020-12-01 Yuhao Zhou , Qing Ye , Hailun Zhang , Jiancheng Lv

Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…

Optimization and Control · Mathematics 2021-12-24 Yangyang Xu , Yibo Xu , Yonggui Yan , Jie Chen
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