Corpus ID: 29764143

DSCOVR: Randomized Primal-Dual Block Coordinate Algorithms for Asynchronous Distributed Optimization

@article{Xiao2019DSCOVRRP,
  title={DSCOVR: Randomized Primal-Dual Block Coordinate Algorithms for Asynchronous Distributed Optimization},
  author={Lin Xiao and Adams Wei Yu and Qihang Lin and Weizhu Chen},
  journal={J. Mach. Learn. Res.},
  year={2019},
  volume={20},
  pages={43:1-43:58}
}
Machine learning with big data often involves large optimization models. For distributed optimization over a cluster of machines, frequent communication and synchronization of all model parameters (optimization variables) can be very costly. A promising solution is to use parameter servers to store different subsets of the model parameters, and update them asynchronously at different machines using local datasets. In this paper, we focus on distributed optimization of large linear models with… Expand
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