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25 April 2024 |
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Asynchronous Parallel Block-Coordinate Frank-Wolfe | | Yu-Xiang Wang
; Veeranjaneyulu Sadhanala
; Wei Dai
; Willie Neiswanger
; Suvrit Sra
; Eric P. Xing
; | | Date: |
22 Sep 2014 | | Abstract: | We develop mini-batched parallel Frank-Wolfe (conditional gradient) methods
for smooth convex optimization subject to block-separable constraints. Our work
includes the basic (batch) Frank-Wolfe algorithm as well as the recently
proposed Block-Coordinate Frank-Wolfe (BCFW) methodcitep{lacoste2012block} as
special cases. Our algorithm permits asynchronous updates within the minibatch,
and is robust to stragglers and faulty worker threads. Our analysis reveals how
the potential speedups over BCFW depend on the minibatch size and how one can
provably obtain large problem dependent speedups. We present several
experiments to indicate empirical behavior of our methods, obtaining
significant speedups over competing state-of-the-art (and synchronous) methods
on structural SVMs. | | Source: | arXiv, 1409.6086 | | Services: | Forum | Review | PDF | Favorites | |
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