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Improved asynchronous parallel optimization analysis for stochastic incremental methods
Rémi Leblond, Fabian Pedregosa, Simon Lacoste-Julien
As datasets continue to increase in size and multi-core computer architectures are developed, asynchronous parallel optimization algorithms become more and more essential to the fi…
Breaking the Nonsmooth Barrier: A Scalable Parallel Method for Composite Optimization
Fabian Pedregosa, Rémi Leblond, Simon Lacoste-Julien
Due to their simplicity and excellent performance, parallel asynchronous variants of stochastic gradient descent have become popular methods to solve a wide range of large-scale op…
ASAGA: Asynchronous Parallel SAGA
Rémi Leblond, Fabian Pedregosa, Simon Lacoste-Julien
We describe ASAGA, an asynchronous parallel version of the incremental gradient algorithm SAGA that enjoys fast linear convergence rates. Through a novel perspective, we revisit an…