vix.ing · top · new · best · stats · spec

Communication Efficient Distributed Optimization using an Approximate Newton-type Method

2013/12/30 by Ohad Shamir, Nathan Srebro, Shamir, Ohad +3 · 11 citations
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques

paper · pdf · doi:10.48550/arxiv.1312.7853

openalex publication_date 2013/12/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably improves with the data size, requiring an essentially constant number of iterations under reasonable assumptions. We provide theoretical and empirical evidence of the advantages of our method compared to other approaches, such as one-shot parameter averaging and ADMM.

Citations

Cited by

Related