Machine learning models often converge slowly and are unstable due to the significant variance of random data when using a sample estimate gradient in SGD. To increase the speed of convergence and improve stability, a distributed SGD algorithm based on variance reduction, named DisSAGD, is proposed in this study. DisSAGD corrects the gradient estimate for each iteration by using the gradient variance of historical iterations without full gradient computation or additional storage, i.e., it reduces the mean variance of historical gradients in order to reduce the error in updating parameters. We implemented DisSAGD in distributed clusters in order to train a machine learning model by sharing parameters among nodes using an asynchronous communication protocol. We also propose an adaptive learning rate strategy, as well as a sampling strategy, to address the update lag of the overall parameter distribution, which helps to improve the convergence speed when the parameters deviate from the optimal value—when one working node is faster than another, this node will have more time to compute the local gradient and sample more samples for the next iteration. Our experiments demonstrate that DisSAGD significantly reduces waiting times during loop iterations and improves convergence speed when compared to traditional methods, and that our method can achieve speed increases for distributed clusters.
The machine learning model converges slowly and has unstable training since large variance by random using a sample estimate gradient in SGD. To this end, we propose a noise reduction method for Stochastic Variance Reduction gradient (SVRG), called N-SVRG, which uses small batches samples instead of all samples for the average gradient calculation, while performing an incremental update of the average gradient. In each round of iteration, a small batch of samples is randomly selected for the average gradient calculation, while the average gradient is updated by rounding of the past model gradients during internal iterations. By suitably reducing the batch size B, the memory storage as well as the number of iterations can be reduced. The experiments are compared with the state-of-the-art Mini-Batch SGD, AdaGrad, RMSProp, SVRG and SCSG, and it is demonstrated that N-SVRG outperforms SVRG and SASG, and is on par with SCSG. Finally, by exploring the relationship between the small values of different parameters n. B and k and the effectiveness of the algorithm, we prove that our N-SVRG algorithm has some stability and can achieve sufficient accuracy even in the case of small batch size. The advantages and disadvantages of various methods are experimentally compared, and the stability of N-SVRG is explored by parameter settings.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.