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arXiv · 1603.05191

Distributed Inexact Damped Newton Method: Data Partitioning and Load-Balancing

Chenxin Ma·Martin Takáč
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Abstract

In this paper we study inexact dumped Newton method implemented in a distributed environment. We start with an original DiSCO algorithm [Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss, Yuchen Zhang and Lin Xiao, 2015]. We will show that this algorithm may not scale well and propose an algorithmic modifications which will lead to less communications, better load-balancing and more efficient computation. We perform numerical experiments with an regularized empirical loss minimization instance described by a 273GB dataset.

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Chenxin Ma, Martin Takáč. 2016-03-16. Distributed Inexact Damped Newton Method: Data Partitioning and Load-Balancing. https://arxiv.org/abs/1603.05191

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