arXiv · 1312.7853
Communication Efficient Distributed Optimization using an Approximate Newton-type Method
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 \emph{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.
Explore related subjects
Keep this discovery
Ohad Shamir, Nathan Srebro, Tong Zhang. 2013-12-30. Communication Efficient Distributed Optimization using an Approximate Newton-type Method. https://arxiv.org/abs/1312.7853
Cite the original work for its findings. Save a collection to share your selection of sources.