Related papers: STSyn: Speeding Up Local SGD with Straggler-Tolera…

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…

Stochastic gradient Langevin dynamics (SGLD) has gained the attention of optimization researchers due to its global optimization properties. This paper proves an improved convergence property to local minimizers of nonconvex objective…

Stochastic Gradient Descent (SGD) often slows in the late stage of training due to anisotropic curvature and gradient noise. We analyze preconditioned SGD in the geometry induced by a symmetric positive definite matrix $\mathbf{M}$,…

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

The increasing complexity of deep learning models and the demand for processing vast amounts of data make the utilization of large-scale distributed systems for efficient training essential. These systems, however, face significant…

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

This work investigates fault-resilient federated learning when the data samples are non-uniformly distributed across workers, and the number of faulty workers is unknown to the central server. In the presence of adversarially faulty workers…

Background: Distributed training is essential for large scale training of deep neural networks (DNNs). The dominant methods for large scale DNN training are synchronous (e.g. All-Reduce), but these require waiting for all workers in each…

We address the problem of designing an LQR controller in a distributed setting, where M similar but not identical systems share their locally computed policy gradient (PG) estimates with a server that aggregates the estimates and computes a…

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…

Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…

We study the convergence properties and escape dynamics of Stochastic Gradient Descent (SGD) in one-dimensional landscapes, separately considering infinite- and finite-variance noise. Our main focus is to identify the time scales on which…

Stochastic gradient descent (SGD) and its variants are the main workhorses for solving large-scale optimization problems with nonconvex objective functions. Although the convergence of SGDs in the (strongly) convex case is well-understood,…

In large-scale time series forecasting, one often encounters the situation where the temporal patterns of time series, while drifting over time, differ from one another in the same dataset. In this paper, we provably show under such…

Communication-efficient variants of SGD, specifically local SGD, have received a great deal of interest in recent years. These approaches compute multiple gradient steps locally on each worker, before averaging model parameters, helping…

Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Network updates such as policy and routing changes occur frequently in Software Defined Networks (SDN). Updates should be performed consistently, preventing temporary disruptions, and should require as little overhead as possible.…

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…