A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Ringmaster ASGD improves Asynchronous SGD's efficiency under varying worker times.
AEGiS optimizes expensive function evaluations asynchronously.
Secure aggregation for buffered asynchronous federated learning without TEEs.
Standard acquisition functions are sufficient for asynchronous Bayesian optimization.
Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are left idle. We address this problem by developing an approach, Penalising Locally for Asynchronous Bayesian Optimisation on …
Asynchronous method for hyperparameter and neural architecture search.
This work tackles resource allocation in asynchronous and stochastic systems.
Advances in asynchronous optimization methods for machine learning.
As datasets continue to increase in size and multi-core computer architectures are developed, asynchronous parallel optimization algorithms become more and more essential to the field of Machine Learning. Unfortunately, conducting the theoretical analysis asynchronous methods is difficult, notably due to the introducti…
FedBuff improves federated learning scalability with asynchronous updates.
The asymptotic pseudo-trajectory approach to stochastic approximation of Benaim, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field. The asynchronicity of the process is incorporated into the mean field to produce convergence results which remain similar to those of a…
We show that asymptotically, completely asynchronous stochastic gradient procedures achieve optimal (even to constant factors) convergence rates for the solution of convex optimization problems under nearly the same conditions required for asymptotic optimality of standard stochastic gradient procedures. Roughly, the n…
Distributed asynchronous SGD has become widely used for deep learning in large-scale systems, but remains notorious for its instability when increasing the number of workers. In this work, we study the dynamics of distributed asynchronous SGD under the lens of Lagrangian mechanics. Using this description, we introduce …
This paper describes Plumbing for Optimization with Asynchronous Parallelism (POAP) and the Python Surrogate Optimization Toolbox (pySOT). POAP is an event-driven framework for building and combining asynchronous optimization strategies, designed for global optimization of expensive functions where concurrent function …
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 proportional to the total number of workers, which brings additional deviation from …
Unified analysis of asynchronous-SGD algorithms for distributed learning.
Paper proves CLTs for Q-learning with asynchronous updates.
Accelerates optimization in asynchronous systems with sparse updates.
Improves asynchronous federated learning with queuing dynamics.
We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have been shown to outperform SGD, both theoretically and empirically. However, asynchro…
Background: Recent developments have made it possible to accelerate neural networks training significantly using large batch sizes and data parallelism. Training in an asynchronous fashion, where delay occurs, can make training even more scalable. However, asynchronous training has its pitfalls, mainly a degradation in…
Ringleader ASGD optimizes SGD for diverse edge devices with varying data and computation speeds.
We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time alignment nor data imputation. Under conditions, this spectral approach is cons…
Combines multi-fidelity and asynchronous batch methods for faster experimental design.
Although distributed computing can significantly reduce the training time of deep neural networks, scaling the training process while maintaining high efficiency and final accuracy is challenging. Distributed asynchronous training enjoys near-linear speedup, but asynchrony causes gradient staleness - the main difficult…
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 minimization of a sum of smooth functions, where each machine performs iterations in parall…
LSAM optimizes deep learning training with improved efficiency.
Freya PAGE optimizes nonconvex optimization with heterogeneous, asynchronous workers.
The paper gives bounds for how long it takes for gossip protocols to spread information in networks.
PARyOpt is a python based implementation of the Bayesian optimization routine designed for remote and asynchronous function evaluations. Bayesian optimization is especially attractive for computational optimization due to its low cost function footprint as well as the ability to account for uncertainties in data. A key…
Asynchronous SGD can speed up training with a trade-off of gradient staleness.
Asynchronous parallel implementations of stochastic gradient (SG) have been broadly used in solving deep neural network and received many successes in practice recently. However, existing theories cannot explain their convergence and speedup properties, mainly due to the nonconvexity of most deep learning formulations …
New asynchronous algorithms improve speed in decentralized optimization networks.
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 settings, when applying sparsification, a technique used to reduce communication overhe…
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 parameter server suffer from 1) communication bottleneck at parameter servers when wo…
Asynchronous cooperative learning rules ensure all agents converge to correct hypothesis.
New asynchronous SGD algorithms achieve optimal performance in distributed learning.
New algorithm for multi-player bandits in decentralized, asynchronous systems.
A novel fully asynchronous scheme for distributed reinforcement learning over networks.
New algorithm reduces regret in asynchronous multiplayer bandits to constant or logarithmic levels.
Proposes a model for multi-horizon probabilistic forecasting of time series influenced by asynchronous events.
AB dynamically scales gradients to mitigate asynchronous training delays.
Asynchronous federated modeling improves spatial data sharing without centralizing raw data.
FAVANO improves federated learning for resource-constrained environments.
Triadic-OCD detects changes in data streams robustly and optimally, even in asynchronous settings.
New model stabilizes asynchronous LTI systems, independent of synchronous stability.
Recent years have witnessed exciting progress in the study of stochastic variance reduced gradient methods (e.g., SVRG, SAGA), their accelerated variants (e.g, Katyusha) and their extensions in many different settings (e.g., online, sparse, asynchronous, distributed). Among them, accelerated methods enjoy improved conv…
Novel asynchronous SGD method resists Byzantine attacks without server storage.