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Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz

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

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

Large scale convex-concave minimax problems arise in numerous applications, including game theory, robust training, and training of generative adversarial networks. Despite their wide applicability, solving such problems efficiently and…

Machine Learning · Computer Science 2022-09-26 Luofeng Liao , Li Shen , Jia Duan , Mladen Kolar , Dacheng Tao

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…

Machine Learning · Computer Science 2021-02-15 Guojun Xiong , Gang Yan , Rahul Singh , Jian Li

Intensive communication and synchronization cost for gradients and parameters is the well-known bottleneck of distributed deep learning training. Based on the observations that Synchronous SGD (SSGD) obtains good convergence accuracy while…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-12 Yemao Xu , Dezun Dong , Yawei Zhao , Weixia Xu , Xiangke Liao

Theoretical works on supervised transfer learning (STL) -- where the learner has access to labeled samples from both source and target distributions -- have for the most part focused on statistical aspects of the problem, while efficient…

Machine Learning · Statistics 2025-07-08 Yuyang Deng , Samory Kpotufe

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…

Machine Learning · Statistics 2016-11-09 Massil Achab , Agathe Guilloux , Stéphane Gaïffas , Emmanuel Bacry

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the…

Optimization and Control · Mathematics 2025-06-16 Artavazd Maranjyan , Omar Shaikh Omar , Peter Richtárik

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

Humans are able to accelerate their learning by selecting training materials that are the most informative and at the appropriate level of difficulty. We propose a framework for distributing deep learning in which one set of workers search…

Machine Learning · Statistics 2016-04-19 Guillaume Alain , Alex Lamb , Chinnadhurai Sankar , Aaron Courville , Yoshua Bengio

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

Distributed optimization is an important direction of research in modern optimization theory. Its applications include large scale machine learning, distributed signal processing and many others. The paper studies decentralized min-max…

Optimization and Control · Mathematics 2023-09-08 Nhat Trung Nguyen , Alexander Rogozin , Dmitry Metelev , Alexander Gasnikov

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

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2020-07-28 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

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