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Stochastic Gradient Descent (SGD) with gradient clipping is a powerful technique for enabling differentially private optimization. Although prior works extensively investigated clipping with a constant threshold, private training remains…

Machine Learning · Computer Science 2024-12-31 Egor Shulgin , Peter Richtárik

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

Gradient compression is a recent and increasingly popular technique for reducing the communication cost in distributed training of large-scale machine learning models. In this work we focus on developing efficient distributed methods that…

Optimization and Control · Mathematics 2020-10-02 Xun Qian , Peter Richtárik , Tong Zhang

Stochastic Gradient Descent (SGD) is the standard numerical method used to solve the core optimization problem for the vast majority of machine learning (ML) algorithms. In the context of large scale learning, as utilized by many Big Data…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

Due to the high communication cost in distributed and federated learning problems, methods relying on compression of communicated messages are becoming increasingly popular. While in other contexts the best performing gradient-type methods…

Optimization and Control · Mathematics 2020-06-29 Zhize Li , Dmitry Kovalev , Xun Qian , Peter Richtárik

Stochastic gradient descent (SGD) has achieved great success in training deep neural network, where the gradient is computed through back-propagation. However, the back-propagated values of different layers vary dramatically. This…

Machine Learning · Statistics 2018-02-28 Huishuai Zhang , Wei Chen , Tie-Yan Liu

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-28 Artin Spiridonoff , Alex Olshevsky , Ioannis Ch. Paschalidis

We study gradient compression methods to alleviate the communication bottleneck in data-parallel distributed optimization. Despite the significant attention received, current compression schemes either do not scale well or fail to achieve…

Machine Learning · Computer Science 2020-02-19 Thijs Vogels , Sai Praneeth Karimireddy , Martin Jaggi

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

Machine Learning · Computer Science 2020-11-18 Ilqar Ramazanli , Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabas Poczos

Data explosion and an increase in model size drive the remarkable advances in large-scale machine learning, but also make model training time-consuming and model storage difficult. To address the above issues in the distributed model…

Machine Learning · Computer Science 2022-08-12 Ke Xu , Jianqiao Wangni , Yifan Zhang , Deheng Ye , Jiaxiang Wu , Peilin Zhao

We show that the convergence proof of a recent algorithm called dist-EF-SGD for distributed stochastic gradient descent with communication efficiency using error-feedback of Zheng et al. (NeurIPS 2019) is problematic mathematically.…

Optimization and Control · Mathematics 2021-05-11 Tran Thi Phuong , Le Trieu Phong

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

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

Large scale machine learning is increasingly relying on distributed optimization, whereby several machines contribute to the training process of a statistical model. In this work we study the performance of asynchronous, distributed…

Machine Learning · Computer Science 2021-01-19 Rosa Candela , Giulio Franzese , Maurizio Filippone , Pietro Michiardi

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

Communication-efficient SGD algorithms, which allow nodes to perform local updates and periodically synchronize local models, are highly effective in improving the speed and scalability of distributed SGD. However, a rigorous convergence…

Machine Learning · Computer Science 2019-01-28 Jianyu Wang , Gauri Joshi

Communication bottleneck has been identified as a significant issue in distributed optimization of large-scale learning models. Recently, several approaches to mitigate this problem have been proposed, including different forms of gradient…

Machine Learning · Statistics 2019-11-05 Debraj Basu , Deepesh Data , Can Karakus , Suhas Diggavi

Training large neural networks requires distributing learning across multiple workers, where the cost of communicating gradients can be a significant bottleneck. signSGD alleviates this problem by transmitting just the sign of each…

Machine Learning · Computer Science 2018-08-09 Jeremy Bernstein , Yu-Xiang Wang , Kamyar Azizzadenesheli , Anima Anandkumar

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Machine Learning · Computer Science 2020-06-23 Ben London