Mathematics > Optimization and Control
[Submitted on 30 Sep 2021]
Title:Accelerating Perturbed Stochastic Iterates in Asynchronous Lock-Free Optimization
View PDFAbstract:We show that stochastic acceleration can be achieved under the perturbed iterate framework (Mania et al., 2017) in asynchronous lock-free optimization, which leads to the optimal incremental gradient complexity for finite-sum objectives. We prove that our new accelerated method requires the same linear speed-up condition as the existing non-accelerated methods. Our core algorithmic discovery is a new accelerated SVRG variant with sparse updates. Empirical results are presented to verify our theoretical findings.
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