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تسجيل مستخدم جديدAsynchronous Distributed Optimization with Stochastic Delays
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We study asynchronous finite sum minimization in a distributed-data setting with a central parameter server. While asynchrony is well understood in parallel settings where the data is accessible by all machines -- e.g., modifications of variance-reduced gradient algorithms like SAGA work well -- little is known for the distributed-data setting. We develop an algorithm ADSAGA based on SAGA for the distributed-data setting, in which the data is partitioned between many machines. We show that with $m$ machines, under a natural stochastic delay model with an mean delay of $m$, ADSAGA converges in $tilde{O}left(left(n + sqrt{m}kapparight)log(1/epsilon)right)$ iterations, where $n$ is the number of component functions, and $kappa$ is a condition number. This complexity sits squarely between the complexity $tilde{O}left(left(n + kapparight)log(1/epsilon)right)$ of SAGA textit{without delays} and the complexity $tilde{O}left(left(n + mkapparight)log(1/epsilon)right)$ of parallel asynchronous algorithms where the delays are textit{arbitrary} (but bounded by $O(m)$), and the data is accessible by all. Existing asynchronous algorithms with distributed-data setting and arbitrary delays have only been shown to converge in $tilde{O}(n^2kappalog(1/epsilon))$ iterations. We empirically compare on least-squares problems the iteration complexity and wallclock performance of ADSAGA to existing parallel and distributed algorithms, including synchronous minibatch algorithms. Our results demonstrate the wallclock advantage of variance-reduced asynchronous approaches over SGD or synchronous approaches.
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