Research map / Optimization / Nonconvex and smooth optimization
Faster Derivative-Free Stochastic Algorithm for Shared Memory Machines
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add SVRG variance reduction and mini-batch to asynchronous stochastic zeroth-order gradients (AsySZO+ vs AsySZO) | asynchronous stochastic zeroth-order optimization · ensemble learning (KDD-Cup 2011 ensemble objective) | convergence rate of gradient norm: O(1/sqrt(T)) to O(1/(bT)) | Helped |
| Mini-batch size 100 vs 1 in AsySZO+ (ablation) | AsySZO+ · ensemble learning (KDD-Cup 2011) | objective and gradient norm vs epoch | Helped |
| Asynchronous parallel execution with no locks (AsySZO+ scaled from 1 to 16 cores) | AsySZO+ · ensemble learning (KDD-Cup 2011) | speedup | Helped |
| Sequential SZO+ (SVRG + mini-batch) vs SZO on one core | SZO+ · ensemble learning (KDD-Cup 2011), 1 core | convergence of objective and gradient norm | Helped |
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