DSCOVR: Randomized Primal-Dual Block Coordinate ... - Microsoft
23/08/2018 - www.microsoft.com
tion details of the DSCOVR algorithms, and present numerical experiments on an industrial distributed computing system. Keywords: asynchronous distributed optimization, parameter servers, randomized algorithms, saddle-point problems, primal-dual coordinate algorithms, empirical risk minimization 1.
Introduction Algorithms and systems for distributed optimization are critical for solving large-scale machine learning problems, especially when the dataset cannot fit into the memory or storage of a