相关论文: Parallel coordinate descent for the Adaboost probl…

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…

Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…

This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

We consider convex stochastic optimization problems under different assumptions on the properties of available stochastic subgradient. It is known that, if the value of the objective function is available, one can obtain, in parallel,…

Asynchronous-parallel algorithms have the potential to vastly speed up algorithms by eliminating costly synchronization. However, our understanding to these algorithms is limited because the current convergence of asynchronous (block)…

Stochastic Gradient Descent is used for large datasets to train models to reduce the training time. On top of that data parallelism is widely used as a method to efficiently train neural networks using multiple worker nodes in parallel.…

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Nowadays, algorithms with fast convergence, small memory footprints, and low per-iteration complexity are particularly favorable for artificial intelligence applications. In this paper, we propose a doubly stochastic algorithm with a novel…

The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…

We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish general sufficient conditions for the convergence, extending…

Distributed nonconvex optimization problems underlie many applications in learning and autonomy, and such problems commonly face asynchrony in agents' computations and communications. When delays in these operations are bounded, they are…

Gradient descent is slow to converge for ill-conditioned problems and non-convex problems. An important technique for acceleration is step-size adaptation. The first part of this paper contains a detailed review of step-size adaptation…

In machine learning, asynchronous parallel stochastic gradient descent (APSGD) is broadly used to speed up the training process through multi-workers. Meanwhile, the time delay of stale gradients in asynchronous algorithms is generally…

In this paper, we propose a simple, fast and easy to implement algorithm LOSSGRAD (locally optimal step-size in gradient descent), which automatically modifies the step-size in gradient descent during neural networks training. Given a…

The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…

Many machine learning applications and tasks rely on the stochastic gradient descent (SGD) algorithm and its variants. Effective step length selection is crucial for the success of these algorithms, which has motivated the development of…

Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…