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arXiv 1706.08210cs.DC
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IS-ASGD:使用重要性采样加速异步SGD

IS-ASGD: Accelerating Asynchronous SGD using Importance Sampling

Fei Wang, Jun Ye, Weichen Li, Guihai Chen

摘要:

近年来,方差缩减技术在随机梯度下降(SGD)算法中得到了广泛的应用。VR的两个变体,随机方差降低梯度(SVRG-SGD)和重要性采样(IS-SGD)已经取得了显著的进展。同时,由于优化问题规模的不断扩大,异步SGD(ASGD)变得越来越重要。因此,在ASGD中应用VR来加速其收敛速度引起了人们的极大兴趣,并因此提出了SVRG-ASGD。然而,我们发现,SVRG遭受不满意的性能加速ASGD时,数据集稀疏和大规模。在这种情况下,SVRG-ASGD的迭代计算成本比ASGD高很多,这使得它非常慢。另一方面,IS算法以较少的额外计算代价提高了收敛速度,并且对数据集的稀疏性具有不变性。这一优点使其非常适合于大规模稀疏数据集的ASGD加速。在本文中,我们提出了一种新的IS结合ASGD有效的收敛速度加速,即IS-ASGD。我们从理论上证明了IS-ASGD的上界收敛性。实验结果也证明了我们的说法。

英文摘要:

Variance reduction (VR) techniques for convergence rate acceleration of stochastic gradient descent (SGD) algorithm have been developed with great efforts recently. VR's two variants, stochastic variance-reduced-gradient (SVRG-SGD) and importance sampling (IS-SGD) have achieved remarkable progresses. Meanwhile, asynchronous SGD (ASGD) is becoming more critical due to the ever-increasing scale of the optimization problems. The application of VR in ASGD to accelerate its convergence rate has therefore attracted much interest and SVRG-ASGDs are therefore proposed. However, we found that SVRG suffers dissatisfying performance in accelerating ASGD when the datasets are sparse and large-scale. In such case, SVRG-ASGD's iterative computation cost is magnitudes higher than ASGD which makes it very slow. On the other hand, IS achieves improved convergence rate with few extra computation cost and is invariant to the sparsity of dataset. This advantage makes it very suitable for the acceleration of ASGD for large-scale sparse datasets. In this paper we propose a novel IS-combined ASGD for effective convergence rate acceleration, namely, IS-ASGD. We theoretically prove the superior convergence bound of IS-ASGD. Experimental results also demonstrate our statements.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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