Communication-Efficient Distributed Dual Coordinate Ascent

Part of Advances in Neural Information Processing Systems 27 (NIPS 2014)

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Authors

Martin Jaggi, Virginia Smith, Martin Takac, Jonathan Terhorst, Sanjay Krishnan, Thomas Hofmann, Michael I. Jordan

Abstract

Communication remains the most significant bottleneck in the performance of distributed optimization algorithms for large-scale machine learning. In this paper, we propose a communication-efficient framework, COCOA, that uses local computation in a primal-dual setting to dramatically reduce the amount of necessary communication. We provide a strong convergence rate analysis for this class of algorithms, as well as experiments on real-world distributed datasets with implementations in Spark. In our experiments, we find that as compared to state-of-the-art mini-batch versions of SGD and SDCA algorithms, COCOA converges to the same .001-accurate solution quality on average 25× as quickly.