Modular Distributed Nonconvex Learning with Error Feedback
- URL: http://arxiv.org/abs/2503.14055v1
- Date: Tue, 18 Mar 2025 09:16:51 GMT
- Title: Modular Distributed Nonconvex Learning with Error Feedback
- Authors: Guido Carnevale, Nicola Bastianello,
- Abstract summary: We design a novel distributed learning algorithm using compressed communications.<n>In detail, we pursue a modular approach, ADMM and a gradient-based approach.
- Score: 1.3198143828338362
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former and the computational efficiency of the latter. Additionally, we integrate a stochastic integral action (error feedback) enabling almost sure rejection of the compression error. We analyze the resulting method in nonconvex scenarios and guarantee almost sure asymptotic convergence to the set of stationary points of the problem. This result is obtained using system-theoretic tools based on stochastic timescale separation. We corroborate our findings with numerical simulations in nonconvex classification.
Related papers
- Non-convex Stochastic Composite Optimization with Polyak Momentum [25.060477077577154]
The generalization proximal gradient is a powerful generalization of the widely used gradient descent (SGD) method.<n>However, it is notoriously known that method fails to converge in numerous applications in Machine.
arXiv Detail & Related papers (2024-03-05T13:43:58Z) - Fast Semisupervised Unmixing Using Nonconvex Optimization [80.11512905623417]
We introduce a novel convex convex model for semi/library-based unmixing.
We demonstrate the efficacy of Alternating Methods of sparse unsupervised unmixing.
arXiv Detail & Related papers (2024-01-23T10:07:41Z) - Stochastic Gradient Descent for Gaussian Processes Done Right [86.83678041846971]
We show that when emphdone right -- by which we mean using specific insights from optimisation and kernel communities -- gradient descent is highly effective.
We introduce a emphstochastic dual descent algorithm, explain its design in an intuitive manner and illustrate the design choices.
Our method places Gaussian process regression on par with state-of-the-art graph neural networks for molecular binding affinity prediction.
arXiv Detail & Related papers (2023-10-31T16:15:13Z) - Posterior and Computational Uncertainty in Gaussian Processes [52.26904059556759]
Gaussian processes scale prohibitively with the size of the dataset.
Many approximation methods have been developed, which inevitably introduce approximation error.
This additional source of uncertainty, due to limited computation, is entirely ignored when using the approximate posterior.
We develop a new class of methods that provides consistent estimation of the combined uncertainty arising from both the finite number of data observed and the finite amount of computation expended.
arXiv Detail & Related papers (2022-05-30T22:16:25Z) - A Stochastic Newton Algorithm for Distributed Convex Optimization [62.20732134991661]
We analyze a Newton algorithm for homogeneous distributed convex optimization, where each machine can calculate gradients of the same population objective.
We show that our method can reduce the number, and frequency, of required communication rounds compared to existing methods without hurting performance.
arXiv Detail & Related papers (2021-10-07T17:51:10Z) - Differentiable Annealed Importance Sampling and the Perils of Gradient
Noise [68.44523807580438]
Annealed importance sampling (AIS) and related algorithms are highly effective tools for marginal likelihood estimation.
Differentiability is a desirable property as it would admit the possibility of optimizing marginal likelihood as an objective.
We propose a differentiable algorithm by abandoning Metropolis-Hastings steps, which further unlocks mini-batch computation.
arXiv Detail & Related papers (2021-07-21T17:10:14Z) - Scalable Variational Gaussian Processes via Harmonic Kernel
Decomposition [54.07797071198249]
We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability.
We demonstrate that, on a range of regression and classification problems, our approach can exploit input space symmetries such as translations and reflections.
Notably, our approach achieves state-of-the-art results on CIFAR-10 among pure GP models.
arXiv Detail & Related papers (2021-06-10T18:17:57Z) - Effective Proximal Methods for Non-convex Non-smooth Regularized
Learning [27.775096437736973]
We show that the independent sampling scheme tends to improve performance of the commonly-used uniform sampling scheme.
Our new analysis also derives a speed for the sampling than best one available so far.
arXiv Detail & Related papers (2020-09-14T16:41:32Z) - Mean-Field Approximation to Gaussian-Softmax Integral with Application
to Uncertainty Estimation [23.38076756988258]
We propose a new single-model based approach to quantify uncertainty in deep neural networks.
We use a mean-field approximation formula to compute an analytically intractable integral.
Empirically, the proposed approach performs competitively when compared to state-of-the-art methods.
arXiv Detail & Related papers (2020-06-13T07:32:38Z) - Distributed Stochastic Nonconvex Optimization and Learning based on
Successive Convex Approximation [26.11677569331688]
We introduce a novel framework for the distributed algorithmic minimization of the sum of the sum of the agents in a network.
We show that the proposed method can be applied to distributed neural networks.
arXiv Detail & Related papers (2020-04-30T15:36:46Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.