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arXiv · 1705.10405

Distributed SAGA: Maintaining linear convergence rate with limited communication

Clément Calauzènes·Nicolas Le Roux
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Abstract

In recent years, variance-reducing stochastic methods have shown great practical performance, exhibiting linear convergence rate when other stochastic methods offered a sub-linear rate. However, as datasets grow ever bigger and clusters become widespread, the need for fast distribution methods is pressing. We propose here a distribution scheme for SAGA which maintains a linear convergence rate, even when communication between nodes is limited.

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Clément Calauzènes, Nicolas Le Roux. 2017-05-29. Distributed SAGA: Maintaining linear convergence rate with limited communication. https://arxiv.org/abs/1705.10405

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