相关论文: PASSCoDe: Parallel ASynchronous Stochastic dual Co…

Distributed training algorithms of deep neural networks show impressive convergence speedup properties on very large problems. However, they inherently suffer from communication related slowdowns and communication topology becomes a crucial…

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…

In decentralized optimization over networks, synchronizing the updates of all nodes incurs significant communication overhead. For this reason, much of the recent literature has focused on the analysis and design of asynchronous…

This paper introduces AdaSDCA: an adaptive variant of stochastic dual coordinate ascent (SDCA) for solving the regularized empirical risk minimization problems. Our modification consists in allowing the method adaptively change the…

SOTA decentralized SGD algorithms can overcome the bandwidth bottleneck at the parameter server by using communication collectives like Ring All-Reduce for synchronization. While the parameter updates in distributed SGD may happen…

We introduce a proximal version of dual coordinate ascent method. We demonstrate how the derived algorithmic framework can be used for numerous regularized loss minimization problems, including $\ell_1$ regularization and structured output…

All-pairs similarity problem asks to find all vector pairs in a set of vectors the similarities of which surpass a given similarity threshold, and it is a computational kernel in data mining and information retrieval for several tasks. We…

Block Coordinate Update (BCU) methods enjoy low per-update computational complexity because every time only one or a few block variables would need to be updated among possibly a large number of blocks. They are also easily parallelized and…

Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…

Decentralized learning has emerged as a powerful approach for handling large datasets across multiple machines in a communication-efficient manner. However, such methods often face scalability limitations, as increasing the number of…

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing implementation and can quickly provide a lower bound for the…

Asynchronous stochastic gradient methods are central to scalable distributed optimization, particularly when devices differ in computational capabilities. Such settings arise naturally in federated learning, where training takes place on…

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

Gradient descent, and coordinate descent in particular, are core tools in machine learning and elsewhere. Large problem instances are common. To help solve them, two orthogonal approaches are known: acceleration and parallelism. In this…

Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…

Classical primal-dual algorithms attempt to solve $\max_{\mu}\min_{x} \mathcal{L}(x,\mu)$ by alternatively minimizing over the primal variable $x$ through primal descent and maximizing the dual variable $\mu$ through dual ascent. However,…

We propose Shotgun, a parallel coordinate descent algorithm for minimizing L1-regularized losses. Though coordinate descent seems inherently sequential, we prove convergence bounds for Shotgun which predict linear speedups, up to a…