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Since the initial proposal in the late 80s, spectral gradient methods continue to receive significant attention, especially due to their excellent numerical performance on various large scale applications. However, to date, they have not…

Optimization and Control · Mathematics 2019-01-18 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic

Recent studies have illustrated that stochastic gradient Markov Chain Monte Carlo techniques have a strong potential in non-convex optimization, where local and global convergence guarantees can be shown under certain conditions. By…

Machine Learning · Statistics 2018-06-08 Umut Şimşekli , Çağatay Yıldız , Thanh Huy Nguyen , Gaël Richard , A. Taylan Cemgil

There is an increased interest in building data analytics frameworks with advanced algebraic capabilities both in industry and academia. Many of these frameworks, e.g., TensorFlow and BIDMach, implement their compute-intensive primitives in…

Databases · Computer Science 2018-02-27 Yujing Ma , Florin Rusu , Martin Torres

We study local SGD (also known as parallel SGD and federated averaging), a natural and frequently used stochastic distributed optimization method. Its theoretical foundations are currently lacking and we highlight how all existing error…

In many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the…

Machine Learning · Statistics 2017-05-23 Bikash Joshi , Franck Iutzeler , Massih-Reza Amini

In this paper, we consider the convergence of a very general asynchronous-parallel algorithm called ARock, that takes many well-known asynchronous algorithms as special cases (gradient descent, proximal gradient, Douglas Rachford, ADMM,…

Optimization and Control · Mathematics 2017-08-28 Robert Hannah , Wotao Yin

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…

Machine Learning · Computer Science 2016-12-21 Zhouyuan Huo , Heng Huang

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-06 Liang Wang , Ben Catterall , Richard Mortier

This paper discusses about the advantage of using asynchronous simulation in the case of interactive simulation in which user can steer and control parameters during a simulation in progress. synchronous models allow to compute each…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-11 Mengchen Wang , Nicolas Ferey , Patrick Bourdot , Frederic Magoules

A recent line of ground-breaking results for permutation-based SGD has corroborated a widely observed phenomenon: random permutations offer faster convergence than with-replacement sampling. However, is random optimal? We show that this…

Machine Learning · Computer Science 2021-11-29 Shashank Rajput , Kangwook Lee , Dimitris Papailiopoulos

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Machine Learning · Statistics 2017-11-16 Alberto Bietti , Julien Mairal

We study asynchronous distributed decision-making for scalable multi-agent bandit submodular maximization. We are motivated by distributed information-gathering tasks in unknown environments and under heterogeneous inter-agent communication…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Pranjal Sharma , Zirui Xu , Vasileios Tzoumas

We consider a realistic decentralized setup with bandwidth-constrained communication and derive optimal time complexities for non-convex stochastic parallel and asynchronous optimization (up to logarithmic factors). We develop the…

Optimization and Control · Mathematics 2026-03-24 Alexander Tyurin

We consider distributed on-device learning with limited communication and security requirements. We propose a new robust distributed optimization algorithm with efficient communication and attack tolerance. The proposed algorithm has…

Machine Learning · Computer Science 2019-10-03 Cong Xie , Sanmi Koyejo , Indranil Gupta

Many popular distributed optimization methods for training machine learning models fit the following template: a local gradient estimate is computed independently by each worker, then communicated to a master, which subsequently performs…

Machine Learning · Computer Science 2019-06-05 Konstantin Mishchenko , Filip Hanzely , Peter Richtárik

Modern deep neural networks often require distributed training with many workers due to their large size. As the number of workers increases, communication overheads become the main bottleneck in data-parallel minibatch stochastic gradient…

Machine Learning · Statistics 2024-11-07 Tim Tsz-Kit Lau , Weijian Li , Chenwei Xu , Han Liu , Mladen Kolar

Asynchronous momentum stochastic gradient descent algorithms (Async-MSGD) is one of the most popular algorithms in distributed machine learning. However, its convergence properties for these complicated nonconvex problems is still largely…

Machine Learning · Computer Science 2021-01-14 Tianyi Liu , Shiyang Li , Jianping Shi , Enlu Zhou , Tuo Zhao

Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous…

Optimization and Control · Mathematics 2015-05-20 Hamid Reza Feyzmahdavian , Arda Aytekin , Mikael Johansson

To increase the training speed of distributed learning, recent years have witnessed a significant amount of interest in developing both synchronous and asynchronous distributed stochastic variance-reduced optimization methods. However, all…

Machine Learning · Computer Science 2022-08-30 Zhuqing Liu , Xin Zhang , Jia Liu