Related papers: AsGrad: A Sharp Unified Analysis of Asynchronous-S…
The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
We study the problem of stochastic optimization for deep learning in the parallel computing environment under communication constraints. A new algorithm is proposed in this setting where the communication and coordination of work among…
Cloud computing is becoming increasingly popular as a platform for distributed training of deep neural networks. Synchronous stochastic gradient descent (SSGD) suffers from substantial slowdowns due to stragglers if the environment is…
In this paper we introduce a unified analysis of a large family of variants of proximal stochastic gradient descent ({\tt SGD}) which so far have required different intuitions, convergence analyses, have different applications, and which…
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…
We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…
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…
Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…
Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…
Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…
We study stochastic gradient descent (SGD) for composite optimization problems with $N$ sequential operators subject to perturbations in both the forward and backward passes. Unlike classical analyses that treat gradient noise as additive…
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…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
We study stochastic gradient descent (SGD) with gradient clipping on convex functions under a generalized smoothness assumption called $(L_0,L_1)$-smoothness. Using gradient clipping, we establish a high probability convergence rate that…
We study the performance of stochastic gradient descent (SGD) on smooth and strongly-convex finite-sum optimization problems. In contrast to the majority of existing theoretical works, which assume that individual functions are sampled with…
Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…
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…
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…
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…