相关论文: Asynchronous Stochastic Composition Optimization w…

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

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…

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…

Stochastic variance reduced methods have gained a lot of interest recently for empirical risk minimization due to its appealing run time complexity. When the data size is large and disjointly stored on different machines, it becomes…

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

We analyze the effect of synchronization on distributed stochastic gradient algorithms. By exploiting an analogy with dynamical models of biological quorum sensing - where synchronization between agents is induced through communication with…

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Distributed optimization algorithms have emerged as a superior approaches for solving machine learning problems. To accommodate the diverse ways in which data can be stored across devices, these methods must be adaptable to a wide range of…

Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framework for variance reduction that enables the use of mixtures…

Variance reduction (VR) techniques for convergence rate acceleration of stochastic gradient descent (SGD) algorithm have been developed with great efforts recently. VR's two variants, stochastic variance-reduced-gradient (SVRG-SGD) and…

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

We introduce and analyze stochastic optimization methods where the input to each gradient update is perturbed by bounded noise. We show that this framework forms the basis of a unified approach to analyze asynchronous implementations of…

We study stochastic algorithms for solving nonconvex optimization problems with a convex yet possibly nonsmooth regularizer, which find wide applications in many practical machine learning applications. However, compared to asynchronous…

Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…

Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a…