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Asynchronous decentralized accelerated stochastic gradient descent

2018-09-24 · Guanghui Lan, Yi Zhou

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish $\mathcal{O}(1/\epsilon)$ (resp., $\mathcal{O}(1/\sqrt{\epsilon})$) communication complexity and $\mathcal{O}(1/\epsilon^2)$ (resp., $\mathcal{O}(1/\epsilon)$) sampling complexity for solving general convex (resp., strongly convex) problems.

📄 PDF Abstract BibTeX arXiv:1809.09258

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Stochastic Optimization

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