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Randomized Block-Diagonal Preconditioning for Parallel Learning

ICML 2020 · Optimization › Optimizers · approach: Natural gradient and Fisher approximations · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Randomly repartition coordinates across blocks at each iteration instead of using a static partitionBlock-diagonal preconditioned optimization · Logistic regression; URL datasetsample complexity: several orders of magnitudeHelped
Randomly repartition coordinates across blocks at each iteration instead of using a static partitionBlock-diagonal preconditioned optimization · Logistic regression; Gisettesample complexity: around 30×Helped
Randomly repartition coordinates across blocks at each iteration instead of using a static partitionBlock-diagonal preconditioned optimization · Logistic regression; RCV1sample complexity: 2×Helped
Randomly repartition coordinates across blocks at each iteration instead of using a static partitionCoCoA, ADN, and LS · Logistic regression on three datasetsconvergenceHelped
Use repartitioning rather than static partitioningBlock-diagonal preconditioned optimization · Uniform-correlation quadratic problemssmallest eigenvalue of the convergence matrix: moves the smallest eigenvalue by a factor of \frac{K-1}{n-1}\approx \frac 1 {n_k} closer to 1Helped
Use repartitioning rather than static partitioningBlock-diagonal preconditioned optimization · Separable-data toy examplesmallest eigenvalue of the convergence matrix: \lambda_{\min}(\Lambda_{\mathcal{P}_3}) = 1; \lambda_{\min}(\mathbb{E}[\Lambda_{\mathcal{P}}]) = \frac 1 3 +\frac 2 3 (1Mixed
Use repartitioning rather than static partitioningRidge regression with real datasets · Gisette, Mushroom, and Covtypesmallest eigenvalue of the convergence matrixHelped
Add line search while preserving the static-versus-dynamic partitioning comparison (ablation)Block-diagonal preconditioned optimization · Synthetic separable, uniform-correlation, and random datarelative convergence behaviorNo clear effect

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