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arXiv research

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.

168,742 papers · 148 categories

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48 results for synchronous stochastic gradient descent

We propose a novel robust aggregation rule for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the workers in the parameter server~(PS) architecture. We prove the Byzantine resilience…

2018-05-23abs ↗pdf ↗

We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to perform joint posterior predictive inference of the mini-batch gradient computation ti…

2018-03-12abs ↗pdf ↗

Proposes DC-S3GD for efficient large-scale decentralized neural network training.

problem Training large-scale decentralized neural networks efficiently.
method Decentralized stale-synchronous version of DC-ASGD with gradient correction.
result Achieves state-of-the-art results in training Convolutional Neural Networks.

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require either high memory usage or an exact gradient computation (using the entire dataset)…

2015-12-05abs ↗pdf ↗

FedAc accelerates Federated Averaging for distributed optimization.

problem Efficiently optimizing distributed machine learning models.
method Federated Accelerated Stochastic Gradient Descent (FedAc) using a potential-based perturbed iterate analysis.
result FedAc achieves faster convergence and lower communication costs than previous methods.

CSER improves SGD efficiency by resetting errors and partial synchronization.

problem Limited scalability of Distributed Stochastic Gradient Descent (SGD) due to communication bottlenecks.
method Introduces 'error reset' technique and partial synchronization for gradients and models.
result Proves convergence for smooth non-convex problems and accelerates distributed training significantly.

We propose three new robust aggregation rules for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the workers in the parameter server~(PS) architecture. We prove the Byzantine resilie…

2018-02-27abs ↗pdf ↗

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…

2017-10-18abs ↗pdf ↗

We propose a novel coding theoretic framework for mitigating stragglers in distributed learning. We show how carefully replicating data blocks and coding across gradients can provide tolerance to failures and stragglers for Synchronous Gradient Descent. We implement our schemes in python (using MPI) to run on Amazon EC…

2016-12-10abs ↗pdf ↗

We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of N>1N > 1 independent threads, implements in a distributed and unsynchronized fashion,…

2018-06-11abs ↗pdf ↗

SGD and stochastic gradient descent converge at optimal rates for certain non-convex functions.

problem Optimal convergence rates for non-convex functions under gradient noise.
method Geometric interpretation of the PL-condition to analyze convergence rates.
result Convergence rates of SGD and stochastic gradient descent match those of strongly convex quadratics.

The paper studies stochastic gradient descent with infinite variance gradients.

problem Theoretical properties of SGD with infinite variance gradients.
method Establish asymptotic behavior of SGD with infinite variance gradients.
result Asymptotic distribution of SGD is characterized as a stationary distribution of an Ornstein-Uhlenbeck process driven by a stable Lévy process.

NHGD solves bilevel optimization problems with reduced computational time.

problem Solving bilevel optimization problems with high computational cost.
method Exploits statistical structure of inner optimization to use empirical Fisher matrix as Hessian surrogate, enabling parallel optimization and approximation.
result NHGD achieves error bounds and sample complexity guarantees matching state-of-the-art methods, with significantly reduced computational time.

New dynamics for SGD in small learning rate regime.

problem Improving stochastic gradient descent in small learning rate regime.
method Introducing stochastic modified flows and distribution dependent stochastic modified flows.
result Captures fluctuating dynamics of SGD in small learning rate - infinite width scaling regime.

Gradient descent variants improve phase retrieval accuracy.

problem Phase retrieval problem in high-dimensional spaces.
method Gradient descent, stochastic gradient descent, Langevin algorithm, dynamical mean-field theory.
result Stochastic variants of gradient descent achieve better generalization in phase retrieval.

In this work we introduce a conditional accelerated lazy stochastic gradient descent algorithm with optimal number of calls to a stochastic first-order oracle and convergence rate O(1ε2)O\left(\frac{1}{\varepsilon^2}\right) improving over the projection-free, Online Frank-Wolfe based stochastic gradient descent of Hazan an…

2017-03-16abs ↗pdf ↗

Deep learning has led to tremendous advancements in the field of Artificial Intelligence. One caveat however is the substantial amount of compute needed to train these deep learning models. Training a benchmark dataset like ImageNet on a single machine with a modern GPU can take upto a week, distributing training on mu…

2018-10-28abs ↗pdf ↗

Langevin algorithms enhance training of deep neural networks for stochastic control problems.

problem Training acceleration for deep neural networks in stochastic control problems.
method Application of Langevin algorithms to minimize the loss of deep neural networks in stochastic control problems.
result Langevin algorithms improve training on various stochastic control problems.

Stochastic gradient methods converge for training wide PINNs.

problem Convergence of stochastic gradient descent in training over-parameterized PINNs.
method Established linear convergence of stochastic gradient descent/flow in training over-parameterized two-layer PINNs.
result Linear convergence with high probability for general activation functions.

The paper analyzes stability and generalization of decentralized SGD.

problem Stability and generalization of decentralized stochastic gradient descent.
method Novel formulation of decentralized stochastic gradient descent combined with non/convex optimization theory.
result First stability and generalization guarantees for decentralized stochastic gradient descent.

Gradient descent stagnates in low-precision, but unbiased rounding schemes improve convergence.

problem Stagnation of gradient descent in low-precision computation.
method Proposed unbiased stochastic rounding schemes that trade zero bias for larger probability of preserving small gradients.
result Unbiased rounding methods typically improve convergence rate of gradient descent for convex problems.

Stochastic gradient descent approximates Gaussian process posteriors efficiently.

problem Efficiently sampling from Gaussian process posteriors with limited computational resources.
method Developed stochastic gradient optimization objectives for sampling from Gaussian process posteriors.
result Stochastic gradient descent produces accurate predictive distributions, even in non-convergent cases.

Riemannian stochastic gradient descent approximates a diffusion process called Riemannian stochastic modified flow.

problem Improving convergence rate of Riemannian stochastic gradient descent.
method Using stochastic differential geometry, the paper shows RSGD can be approximated by the Riemannian stochastic modified flow (RSMF).
result RSGD can be approximated by the solution to the RSMF driven by an infinite-dimensional Wiener process, increasing the order of approximation.

Stochastic gradient descent improves Gaussian process regression.

problem Efficiently solving large linear systems in Gaussian process regression.
method Developed a stochastic dual descent algorithm using insights from optimisation and kernel communities.
result Stochastic gradient descent is highly effective when done right.

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive gradient) methods are the two main techniques to improve the slow convergence of \text…

2018-10-01abs ↗pdf ↗