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Jun, 2015
驯服野兽:Hogwild!风格算法的统一分析
Taming the Wild: A Unified Analysis of Hogwild!-Style Algorithms
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Christopher De Sa, Ce Zhang, Kunle Olukotun, Christopher Ré
TL;DR
本文通过马丁戈尔分析方法,研究了异步执行和低精度优化技术在随机梯度下降算法中的应用,包括推导了Hogwild!收敛速率、分析了非凸矩阵问题的异步SGD算法,以及设计了Buckwild!算法,并在现代硬件上进行了实验。
Abstract
stochastic gradient descent
(SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's
runtime performance
, including
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