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Statistically Preconditioned Accelerated Gradient Method for Distributed Optimization

ICML 2020 · Optimization › Distributed and compressed · approach: Decentralized optimization algorithms · 16 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use acceleration with statistical preconditioning (SPAG) rather than DANEDistributed ERM · RCV1, λ=10^-7communication rounds to convergenceHelped
Use acceleration with statistical preconditioning rather than DANEDistributed ERM · KDD2010, λ=10^-7convergence speedHelped
Use SPAG rather than AGDDistributed ERM · KDD2010convergence speedHelped
Use acceleration rather than DANEDistributed ERM · RCV1, λ=10^-5, n=10^5convergence rateNo clear effect
Increase the preconditioning sample size (ablation)Distributed ERM · RCV1, λ=10^-5convergence speedHelped
Use SPAG rather than HB-DANEDistributed ERM · RCV1convergence speedHelped
Use acceleration rather than non-accelerated DANEDistributed ERM · RCV1 and KDD2010convergence speedMixed
Vary the preconditioner regularization μ (ablation)SPAG · RCV1, λ=10^-7, n=10^4convergence speedMixed
Tune the step size separately for each μ (ablation)SPAG · RCV1, λ=10^-7, n=10^4convergence speedNo clear effect
Enable gain line search for G_t (ablation)SPAG · Experiments on RCV1 and KDD2010convergence speedNo clear effect
Use finer-tuned momentum (ablation)SPAG and HB-DANE · RCV1convergence speedHelped

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