Optimization Algorithms for Distributed Machine Learning

This book discusses state-of-the-art stochastic optimization algorithms for distributed machine learning and analyzes their convergence speed. The book first introduces stochastic gradient descent (SGD) and its distributed version, synchronous SGD, where the task of computing gradients is divided across several worker nodes. The author discusses several algorithms that improve the scalability and communication efficiency of synchronous SGD, such as asynchronous SGD, local-update SGD, quantized a