This paper concerns the distributed training of nonlinear kernel machines on Map-Reduce. We show that a re-formulation of Nystr "om approximation based solution which is solved using gradient based techniques is well suited for this, especially when it is necessary to work with a large number of basis points. The main advantages of this approach are: avoidance of computing the pseudo-inverse of the kernel sub-matrix corresponding to the basis points; simplicity and efficiency of the distributed part of the computations; and, friendliness to stage-wise addition of basis points. We implement the method using an AllReduce tree on Hadoop and demonstrate its value on a few large benchmark datasets.
P-packsvm @cite_20 uses primal stochastic gradient descent (SGD) applied in the kernel feature space. Training examples are partitioned into various nodes. The most expensive computation of an SGD iteration is the calculation of the output associated with a given example. This is done by passing the example to all nodes, locally computing the sub-outputs associated with the nodes and then using MPI AllReduce operation to get the summed output to all nodes. A packing strategy is used to do @math iterations together; since @math effort is involved, @math is kept small, say 100. P-packsvm is shown to work well on an MPI environment. On other distributed settings with communication overheads it can become slow due to the large number ( @math ) of iterations.
@cite_20
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We consider stochastic strongly convex optimization with a complex inequality constraint. This complex inequality constraint may lead to computationally expensive projections in algorithmic iterations of the stochastic gradient descent (SGD) methods. To reduce the computation costs pertaining to the projections, we propose an Epoch-Projection Stochastic Gradient Descent (Epro-SGD) method. The proposed Epro-SGD method consists of a sequence of epochs; it applies SGD to an augmented objective function at each iteration within the epoch, and then performs a projection at the end of each epoch. Given a strongly convex optimization and for a total number of @math iterations, Epro-SGD requires only @math projections, and meanwhile attains an optimal convergence rate of @math , both in expectation and with a high probability. To exploit the structure of the optimization problem, we propose a proximal variant of Epro-SGD, namely Epro-ORDA, based on the optimal regularized dual averaging method. We apply the proposed methods on real-world applications; the empirical results demonstrate the effectiveness of our methods. We propose a new distributed algorithm based on alternating direction method of multipliers (ADMM) to minimize sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications in distributed machine learning and statistical estimation. Our algorithm allows for a general choice of the communication weight matrix, which is used to combine the iterates at different nodes. We show that when functions are convex, both the objective function values and the feasibility violation converge with rate @math , where @math is the number of iterations. We then show that when functions are strongly convex and have Lipschitz continuous gradients, the sequence generated by our algorithm converges linearly to the optimal solution. In particular, an @math -optimal solution can be computed with @math iterations, where @math is the condition number of the problem. Our analysis highlights the effect of network and communication weights on the convergence rate through degrees of the nodes, the smallest nonzero eigenvalue, and operator norm of the communication matrix. We study fault-tolerant distributed optimization of a sum of convex (cost) functions with real-valued scalar input output in the presence of crash faults or Byzantine faults. In particular, the goal is to optimize a global cost function @math , where @math is the collection of agents, and @math is agent @math 's local cost function, which is initially known only to agent @math . Since the above global cost function cannot be optimized exactly in presence of crash faults or Byzantine faults, we define two weaker versions of the problem for crash faults and Byzantine faults, respectively. When some agents may crash, the goal for the weaker problem is to generate an output that is an optimum of a function formed as @math where @math is the set of non-faulty agents, @math is the set of faulty agents (crashed agents), @math for each @math and @math is a normalization constant such that @math . We present an iterative algorithm in which each agent only needs to perform local computation, and send one message per iteration. When some agents may be Byzantine, the system cannot take full advantage of the data kept by non-faulty agents. The goal for the associated weaker problem is to generate an output that is an optimum of a function formed as @math such that @math for each @math and @math . We present an iterative algorithm, where only local computation is needed and only one message per agent is sent in each iteration, that ensures that at least @math agents have weights ( @math 's) that are lower bounded by @math . It is an extreme challenge to produce a nonlinear SVM classifier on very large scale data. In this paper we describe a novel P-packSVM algorithm that can solve the Support Vector Machine (SVM) optimization problem with an arbitrary kernel. This algorithm embraces the best known stochastic gradient descent method to optimize the primal objective, and has 1 ? dependency in complexity to obtain a solution of optimization error ?. The algorithm can be highly parallelized with a special packing strategy, and experiences sub-linear speed-up with hundreds of processors. We demonstrate that P-packSVM achieves accuracy sufficiently close to that of SVM-light, and overwhelms the state-of-the-art parallel SVM trainer PSVM in both accuracy and efficiency. As an illustration, our algorithm trains CCAT dataset with 800k samples in 13 minutes and 95 accuracy, while PSVM needs 5 hours but only has 92 accuracy. We at last demonstrate the capability of P-packSVM on 8 million training samples. We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization algorithms where a master node performs parameter updates while worker nodes compute stochastic gradients based on local information in parallel, which may give rise to delays due to asynchrony. We take motivation from statistical problems where the size of the data is so large that it cannot fit on one computer; with the advent of huge datasets in biology, astronomy, and the internet, such problems are now common. Our main contribution is to show that for smooth stochastic problems, the delays are asymptotically negligible and we can achieve order-optimal convergence results. In application to distributed optimization, we develop procedures that overcome communication bottlenecks and synchronization requirements. We show @math -node architectures whose optimization error in stochastic problems---in spite of asynchronous delays---scales asymptotically as @math after @math iterations. This rate is known to be optimal for a distributed system with @math nodes even in the absence of delays. We additionally complement our theoretical results with numerical experiments on a statistical machine learning task. Parallel implementations of stochastic gradient descent (SGD) have received significant research attention, thanks to its excellent scalability properties. A fundamental barrier when parallelizing SGD is the high bandwidth cost of communicating gradient updates between nodes; consequently, several lossy compresion heuristics have been proposed, by which nodes only communicate quantized gradients. Although effective in practice, these heuristics do not always guarantee convergence, and it is not clear whether they can be improved. In this paper, we propose Quantized SGD (QSGD), a family of compression schemes for gradient updates which provides convergence guarantees. QSGD allows the user to smoothly trade off and : nodes can adjust the number of bits sent per iteration, at the cost of possibly higher variance. We show that this trade-off is inherent, in the sense that improving it past some threshold would violate information-theoretic lower bounds. QSGD guarantees convergence for convex and non-convex objectives, under asynchrony, and can be extended to stochastic variance-reduced techniques. When applied to training deep neural networks for image classification and automated speech recognition, QSGD leads to significant reductions in end-to-end training time. For example, on 16GPUs, we can train the ResNet152 network to full accuracy on ImageNet 1.8x faster than the full-precision variant. Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ( @math ) is much larger than the number of features ( @math ), a common strategy is to apply RCD to the dual problem. On the other hand, when the number of features is much larger than the number of examples, it makes sense to apply RCD directly to the primal problem. In this paper we provide the first joint study of these two approaches when applied to L2-regularized ERM. First, we show through a rigorous analysis that for dense data, the above intuition is precisely correct. However, we find that for sparse and structured data, primal RCD can significantly outperform dual RCD even if @math , and vice versa, dual RCD can be much faster than primal RCD even if @math . Moreover, we show that, surprisingly, a single sampling strategy minimizes both the (bound on the) number of iterations and the overall expected complexity of RCD. Note that the latter complexity measure also takes into account the average cost of the iterations, which depends on the structure and sparsity of the data, and on the sampling strategy employed. We confirm our theoretical predictions using extensive experiments with both synthetic and real data sets. Deep neural networks (DNNs) have demonstrated dominating performance in many fields; since AlexNet, networks used in practice are going wider and deeper. On the theoretical side, a long line of works has been focusing on training neural networks with one hidden layer. The theory of multi-layer networks remains largely unsettled. In this work, we prove why stochastic gradient descent (SGD) can find @math on the training objective of DNNs in @math . We only make two assumptions: the inputs are non-degenerate and the network is over-parameterized. The latter means the network width is sufficiently large: @math in @math , the number of layers and in @math , the number of samples. Our key technique is to derive that, in a sufficiently large neighborhood of the random initialization, the optimization landscape is almost-convex and semi-smooth even with ReLU activations. This implies an equivalence between over-parameterized neural networks and neural tangent kernel (NTK) in the finite (and polynomial) width setting. As concrete examples, starting from randomly initialized weights, we prove that SGD can attain 100 training accuracy in classification tasks, or minimize regression loss in linear convergence speed, with running time polynomial in @math . Our theory applies to the widely-used but non-smooth ReLU activation, and to any smooth and possibly non-convex loss functions. In terms of network architectures, our theory at least applies to fully-connected neural networks, convolutional neural networks (CNN), and residual neural networks (ResNet). The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say @math - @math data points, is sampled to compute an approximation to the gradient. It has been observed in practice that when using a larger batch there is a degradation in the quality of the model, as measured by its ability to generalize. We investigate the cause for this generalization drop in the large-batch regime and present numerical evidence that supports the view that large-batch methods tend to converge to sharp minimizers of the training and testing functions - and as is well known, sharp minima lead to poorer generalization. In contrast, small-batch methods consistently converge to flat minimizers, and our experiments support a commonly held view that this is due to the inherent noise in the gradient estimation. We discuss several strategies to attempt to help large-batch methods eliminate this generalization gap. Large-scale machine learning and data mining applications require computer systems to perform massive computations that need to be parallelized across multiple nodes, for example, massive matrix-vector and matrix-matrix multiplication. The presence of straggling nodes -- computing nodes that unpredictably slowdown or fail -- is a major bottleneck in such distributed computations. We propose a strategy to alleviate the problem of stragglers in distributed matrix-vector multiplication. Our algorithm creates a stream of linear combinations of the @math rows of the matrix, and assigns them to different worker nodes, which then perform row-vector products with the encoded rows. The original matrix-vector product can be decoded as soon as slightly more than @math row-vector products are collectively finished by the nodes. This strategy enables fast nodes to steal work from slow nodes, without requiring the master to perform any dynamic load-balancing. Compared to recently proposed fixed-rate erasure coding strategies which ignore partial work done by straggling nodes, rateless coding achieves significantly lower overall delay, as well as small computational and decoding overhead. We present a method for solving the shortest transshipmen problem - also known as uncapacitated minimum cost flow - up to a multiplicative error of @math in undirected graphs with polynomially bounded integer edge weights using a tailored gradient descent algorithm. An important special case of the transshipment problem is the single-source shortest paths (SSSP) problem. Our gradient descent algorithm takes @math iterations, and in each iteration it needs to solve the transshipment problem up to a multiplicative error of @math , where @math is the number of nodes. In particular, this allows us to perform a single iteration by computing a solution on a sparse spanner of logarithmic stretch. As a consequence, we improve prior work by obtaining the following results: (1) Broadcast congest model: @math -approximate SSSP using @math rounds, where @math is the (hop) diameter of the network. (2) Broadcast congested clique model: @math -approximate transshipment and SSSP using @math rounds. (3) Multipass streaming model: @math -approximate transshipment and SSSP using @math space and @math passes. The previously fastest algorithms for these models leverage sparse hop sets. We bypass the hop set construction; computing a spanner is sufficient with our method. The above bounds assume non-negative integer edge weights that are polynomially bounded in @math ; for general non-negative weights, running times scale with the logarithm of the maximum ratio between non-zero weights. In case of asymmetric costs, running times scale with the maximum ratio between the costs of both directions over all edges. Second-order optimization methods such as natural gradient descent have the potential to speed up training of neural networks by correcting for the curvature of the loss function. Unfortunately, the exact natural gradient is impractical to compute for large models, and most approximations either require an expensive iterative procedure or make crude approximations to the curvature. We present Kronecker Factors for Convolution (KFC), a tractable approximation to the Fisher matrix for convolutional networks based on a structured probabilistic model for the distribution over backpropagated derivatives. Similarly to the recently proposed Kronecker-Factored Approximate Curvature (K-FAC), each block of the approximate Fisher matrix decomposes as the Kronecker product of small matrices, allowing for efficient inversion. KFC captures important curvature information while still yielding comparably efficient updates to stochastic gradient descent (SGD). We show that the updates are invariant to commonly used reparameterizations, such as centering of the activations. In our experiments, approximate natural gradient descent with KFC was able to train convolutional networks several times faster than carefully tuned SGD. Furthermore, it was able to train the networks in 10-20 times fewer iterations than SGD, suggesting its potential applicability in a distributed setting. We study the problem of constructing universal Steiner trees for undirected graphs. Given a graph @math and a root node @math , we seek a single spanning tree @math of minimum stretch , where the stretch of @math is defined to be the maximum ratio, over all terminal sets @math , of the cost of the minimal sub-tree @math of @math that connects @math to @math to the cost of an optimal Steiner tree connecting @math to @math in @math . Universal Steiner trees (USTs) are important for data aggregation problems where computing the Steiner tree from scratch for every input instance of terminals is costly, as for example in low energy sensor network applications. We provide a polynomial time UST construction for general graphs with @math -stretch. We also give a polynomial time polylogarithmic-stretch construction for minor-free graphs. One basic building block of our algorithms is a hierarchy of graph partitions, each of which guarantees small strong diameter for each cluster and bounded neighbourhood intersections for each node. We show close connections between the problems of constructing USTs and building such graph partitions. Our construction of partition hierarchies for general graphs is based on an iterative cluster merging procedure, while the one for minor-free graphs is based on a separator theorem for such graphs and the solution to a cluster aggregation problem that may be of independent interest even for general graphs. To our knowledge, this is the first sub polynomial-stretch ( @math for any @math ) UST construction for general graphs, and the first polylogarithmic-stretch UST construction for minor-free graphs. For input @math , let @math denote the set of outputs that are the "legal" answers for a computational problem @math . Suppose @math and members of @math are so large that there is not time to read them in their entirety. We propose a model of local computation algorithms which for a given input @math , support queries by a user to values of specified locations @math in a legal output @math . When more than one legal output @math exists for a given @math , the local computation algorithm should output in a way that is consistent with at least one such @math . Local computation algorithms are intended to distill the common features of several concepts that have appeared in various algorithmic subfields, including local distributed computation, local algorithms, locally decodable codes, and local reconstruction. We develop a technique, based on known constructions of small sample spaces of @math -wise independent random variables and Beck's analysis in his algorithmic approach to the Lov ' a sz Local Lemma, which under certain conditions can be applied to construct local computation algorithms that run in polylogarithmic time and space. We apply this technique to maximal independent set computations, scheduling radio network broadcasts, hypergraph coloring and satisfying @math -SAT formulas. Data shuffling is one of the fundamental building blocks for distributed learning algorithms, that increases the statistical gain for each step of the learning process. In each iteration, different shuffled data points are assigned by a central node to a distributed set of workers to perform local computations, which leads to communication bottlenecks. The focus of this paper is on formalizing and understanding the fundamental information-theoretic trade-off between storage (per worker) and the worst-case communication overhead for the data shuffling problem. We completely characterize the information theoretic trade-off for @math , and @math workers, for any value of storage capacity, and show that increasing the storage across workers can reduce the communication overhead by leveraging coding. We propose a novel and systematic data delivery and storage update strategy for each data shuffle iteration, which preserves the structural properties of the storage across the workers, and aids in minimizing the communication overhead in subsequent data shuffling iterations. We propose a novel stochastic gradient method---semi-stochastic coordinate descent (S2CD)---for the problem of minimizing a strongly convex function represented as the average of a large number of smooth convex functions: @math . Our method first performs a deterministic step (computation of the gradient of @math at the starting point), followed by a large number of stochastic steps. The process is repeated a few times, with the last stochastic iterate becoming the new starting point where the deterministic step is taken. The novelty of our method is in how the stochastic steps are performed. In each such step, we pick a random function @math and a random coordinate @math ---both using nonuniform distributions---and update a single coordinate of the decision vector only, based on the computation of the @math partial derivative of @math at two different points. Each random step of the method constitutes an unbiased estimate of the gradient of @math and moreover, the squared norm of the steps goes to zero in expectation, meaning that the stochastic estimate of the gradient progressively improves. The complexity of the method is the sum of two terms: @math evaluations of gradients @math and @math evaluations of partial derivatives @math , where @math is a novel condition number. Consider a fully-connected synchronous distributed system consisting of @math nodes, where up to @math nodes may be faulty and every node starts in an arbitrary initial state. In the synchronous @math -counting problem, all nodes need to eventually agree on a counter that is increased by one modulo @math in each round for given @math . In the self-stabilising firing squad problem, the task is to eventually guarantee that all non-faulty nodes have simultaneous responses to external inputs: if a subset of the correct nodes receive an external "go" signal as input, then all correct nodes should agree on a round (in the not-too-distant future) in which to jointly output a "fire" signal. Moreover, no node should generate a "fire" signal without some correct node having previously received a "go" signal as input. We present a framework reducing both tasks to binary consensus at very small cost. For example, we obtain a deterministic algorithm for self-stabilising Byzantine firing squads with optimal resilience @math , asymptotically optimal stabilisation and response time @math , and message size @math . As our framework does not restrict the type of consensus routines used, we also obtain efficient randomised solutions, and it is straightforward to adapt our framework for other types of permanent faults. Neural networks, a central tool in machine learning, have demonstrated remarkable, high fidelity performance on image recognition and classification tasks. These successes evince an ability to accurately represent high dimensional functions, but rigorous results about the approximation error of neural networks after training are few. Here we establish conditions for global convergence of the standard optimization algorithm used in machine learning applications, stochastic gradient descent (SGD), and quantify the scaling of its error with the size of the network. This is done by reinterpreting SGD as the evolution of a particle system with interactions governed by a potential related to the objective or "loss" function used to train the network. We show that, when the number @math of units is large, the empirical distribution of the particles descends on a convex landscape towards the global minimum at a rate independent of @math , with a resulting approximation error that universally scales as @math . These properties are established in the form of a Law of Large Numbers and a Central Limit Theorem for the empirical distribution. Our analysis also quantifies the scale and nature of the noise introduced by SGD and provides guidelines for the step size and batch size to use when training a neural network. We illustrate our findings on examples in which we train neural networks to learn the energy function of the continuous 3-spin model on the sphere. The approximation error scales as our analysis predicts in as high a dimension as @math . In this paper we study the problem of minimizing the average of a large number ( @math ) of smooth convex loss functions. We propose a new method, S2GD (Semi-Stochastic Gradient Descent), which runs for one or several epochs in each of which a single full gradient and a random number of stochastic gradients is computed, following a geometric law. The total work needed for the method to output an @math -accurate solution in expectation, measured in the number of passes over data, or equivalently, in units equivalent to the computation of a single gradient of the loss, is @math , where @math is the condition number. This is achieved by running the method for @math epochs, with a single gradient evaluation and @math stochastic gradient evaluations in each. The SVRG method of Johnson and Zhang arises as a special case. If our method is limited to a single epoch only, it needs to evaluate at most @math stochastic gradients. In contrast, SVRG requires @math stochastic gradients. To illustrate our theoretical results, S2GD only needs the workload equivalent to about 2.1 full gradient evaluations to find an @math -accurate solution for a problem with @math and @math . Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a low-rank least-squares problem, and we prove that, under broad sampling conditions, our method converges globally from a random starting point within @math steps with constant probability for constant-rank problems. Our modification of SGD relates it to stochastic power iteration. We also show experiments to illustrate the runtime and convergence of the algorithm.