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To reduce the long training time of large deep neural network (DNN) models, distributed synchronous stochastic gradient descent (S-SGD) is commonly used on a cluster of workers. However, the speedup brought by multiple workers is limited by…

Machine Learning · Computer Science 2020-03-03 Shaohuai Shi , Zhenheng Tang , Qiang Wang , Kaiyong Zhao , Xiaowen Chu

We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently…

Machine Learning · Computer Science 2017-09-18 Sébastien M. R. Arnold , Chunming Wang

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

We analyze Local SGD (aka parallel or federated SGD) and Minibatch SGD in the heterogeneous distributed setting, where each machine has access to stochastic gradient estimates for a different, machine-specific, convex objective; the goal is…

Machine Learning · Computer Science 2022-03-02 Blake Woodworth , Kumar Kshitij Patel , Nathan Srebro

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

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

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

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright

With rising powerful, low-cost embedded devices, the edge computing has become an increasingly popular choice. In this paper, we propose a new incremental local stochastic gradient descent (SGD) tailored on the Raspberry Pi to deal with…

Computer Vision and Pattern Recognition · Computer Science 2022-08-23 Thanh-Nghi Do

There is a growing interest in the distributed optimization framework that goes under the name of Federated Learning (FL). In particular, much attention is being turned to FL scenarios where the network is strongly heterogeneous in terms of…

Machine Learning · Computer Science 2022-09-14 Nicolò Dal Fabbro , Subhrakanti Dey , Michele Rossi , Luca Schenato

We propose Multi-Level Local SGD, a distributed gradient method for learning a smooth, non-convex objective in a heterogeneous multi-level network. Our network model consists of a set of disjoint sub-networks, with a single hub and multiple…

Machine Learning · Computer Science 2022-02-21 Timothy Castiglia , Anirban Das , Stacy Patterson

We provide the first convergence analysis of local gradient descent for minimizing the average of smooth and convex but otherwise arbitrary functions. Problems of this form and local gradient descent as a solution method are of importance…

Machine Learning · Computer Science 2020-03-19 Ahmed Khaled , Konstantin Mishchenko , Peter Richtárik

In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…

Optimization and Control · Mathematics 2016-09-03 Avleen S. Bijral

Loss functions with non-isolated minima have emerged in several machine learning problems, creating a gap between theory and practice. In this paper, we formulate a new type of local convexity condition that is suitable to describe the…

Machine Learning · Computer Science 2022-05-31 Taehee Ko , Xiantao Li

This paper studies the effect of data homogeneity on multi-agent stochastic optimization. We consider the decentralized stochastic gradient (DSGD) algorithm and perform a refined convergence analysis. Our analysis is explicit on the…

Optimization and Control · Mathematics 2024-09-09 Qiang Li , Hoi-To Wai

Federated Learning is a powerful machine learning paradigm to cooperatively train a global model with highly distributed data. A major bottleneck on the performance of distributed Stochastic Gradient Descent (SGD) algorithm for large-scale…

Machine Learning · Computer Science 2020-01-24 Haozhao Wang , Zhihao Qu , Song Guo , Xin Gao , Ruixuan Li , Baoliu Ye

The scalability of Distributed Stochastic Gradient Descent (SGD) is today limited by communication bottlenecks. We propose a novel SGD variant: Communication-efficient SGD with Error Reset, or CSER. The key idea in CSER is first a new…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Shuai Zheng , Oluwasanmi Koyejo , Indranil Gupta , Mu Li , Haibin Lin

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

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