IEEE - Institute of Electrical and Electronics Engineers, Inc. - Data Dependent Convergence For Consensus Stochastic Optimization

Author(s): Avleen Bijral ; Anand D. Sarwate ; Nathan Srebro
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.2017.2671377
Regular:

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap... View More

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