Asynchronous Parallel Stochastic Gradient Descent - A Numeric Core for Scalable Distributed Machine Learning Algorithms [article]

Janis Keuper, Franz-Josef Pfreundt
2015 arXiv   pre-print
The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in terms of convergence and accuracy. Recently, several parallelization approaches have been proposed in order to scale SGD to solve very large ML problems. At their core, most of these approaches are following a map-reduce scheme. This paper presents a novel
more » ... llel updating algorithm for SGD, which utilizes the asynchronous single-sided communication paradigm. Compared to existing methods, Asynchronous Parallel Stochastic Gradient Descent (ASGD) provides faster (or at least equal) convergence, close to linear scaling and stable accuracy.
arXiv:1505.04956v5 fatcat:rhrjhdl6jvg5xdn2wcyjqxwsva