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Randomized Block-Diagonal Preconditioning for Parallel Learning
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Randomly repartition coordinates across blocks at each iteration instead of using a static partition | Block-diagonal preconditioned optimization · Logistic regression; URL dataset | sample complexity: several orders of magnitude | Helped |
| Randomly repartition coordinates across blocks at each iteration instead of using a static partition | Block-diagonal preconditioned optimization · Logistic regression; Gisette | sample complexity: around 30× | Helped |
| Randomly repartition coordinates across blocks at each iteration instead of using a static partition | Block-diagonal preconditioned optimization · Logistic regression; RCV1 | sample complexity: 2× | Helped |
| Randomly repartition coordinates across blocks at each iteration instead of using a static partition | CoCoA, ADN, and LS · Logistic regression on three datasets | convergence | Helped |
| Use repartitioning rather than static partitioning | Block-diagonal preconditioned optimization · Uniform-correlation quadratic problems | smallest 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 1 | Helped |
| Use repartitioning rather than static partitioning | Block-diagonal preconditioned optimization · Separable-data toy example | smallest 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 (1 | Mixed |
| Use repartitioning rather than static partitioning | Ridge regression with real datasets · Gisette, Mushroom, and Covtype | smallest eigenvalue of the convergence matrix | Helped |
| Add line search while preserving the static-versus-dynamic partitioning comparison (ablation) | Block-diagonal preconditioned optimization · Synthetic separable, uniform-correlation, and random data | relative convergence behavior | No clear effect |
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