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Delay-agnostic Asynchronous Coordinate Update Algorithm
KTH, Skolan för elektroteknik och datavetenskap (EECS), Intelligenta system, Reglerteknik.ORCID-id: 0000-0001-7409-9611
KTH, Skolan för elektroteknik och datavetenskap (EECS), Intelligenta system, Reglerteknik.ORCID-id: 0000-0002-0819-5303
Department of Computer and System Science, Stockholm University, Stockholm, Sweden.
KTH, Skolan för elektroteknik och datavetenskap (EECS), Intelligenta system, Reglerteknik.ORCID-id: 0000-0002-2237-2580
2023 (engelsk)Inngår i: Proceedings of the 40th International Conference on Machine Learning, ICML 2023, ML Research Press , 2023, s. 37582-37606Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate descent as special cases. We prove that DEGAS converges with both bounded and unbounded delays under delay-free parameter conditions. We also validate by theory and experiments that DEGAS adapts well to the actual delays. The effectiveness of DEGAS is demonstrated by numerical experiments on classification problems.

sted, utgiver, år, opplag, sider
ML Research Press , 2023. s. 37582-37606
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Identifikatorer
URN: urn:nbn:se:kth:diva-350006Scopus ID: 2-s2.0-85174395838OAI: oai:DiVA.org:kth-350006DiVA, id: diva2:1882403
Konferanse
40th International Conference on Machine Learning, ICML 2023, Honolulu, United States of America, Jul 23 2023 - Jul 29 2023
Merknad

QC 20240705

Tilgjengelig fra: 2024-07-05 Laget: 2024-07-05 Sist oppdatert: 2024-07-05bibliografisk kontrollert

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Wu, XuyangLiu, ChangxinJohansson, Mikael

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