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Proximal SCOPE for Distributed Sparse Learning

Neural Information Processing Systems

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use L1 regularization. In this paper, we propose a novel method, called proximal SCOPE (pSCOPE), for distributed sparse learning with L1 regularization.



Proximal SCOPE for Distributed Sparse Learning

Neural Information Processing Systems

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use L1 regularization. In this paper, we propose a novel method, called proximal SCOPE (pSCOPE), for distributed sparse learning with L1 regularization.



Proximal SCOPE for Distributed Sparse Learning

Zhao, Shenyi, Zhang, Gong-Duo, Li, Ming-Wei, Li, Wu-Jun

Neural Information Processing Systems

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use L1 regularization. In this paper, we propose a novel method, called proximal SCOPE (pSCOPE), for distributed sparse learning with L1 regularization. In the CALL framework of pSCOPE, we find that the data partition affects the convergence of the learning procedure, and subsequently we define a metric to measure the goodness of a data partition. Based on the defined metric, we theoretically prove that pSCOPE is convergent with a linear convergence rate if the data partition is good enough.


Proximal SCOPE for Distributed Sparse Learning

Zhao, Shenyi, Zhang, Gong-Duo, Li, Ming-Wei, Li, Wu-Jun

Neural Information Processing Systems

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use L1 regularization. In this paper, we propose a novel method, called proximal SCOPE (pSCOPE), for distributed sparse learning with L1 regularization. pSCOPE is based on a cooperative autonomous local learning (CALL) framework. In the CALL framework of pSCOPE, we find that the data partition affects the convergence of the learning procedure, and subsequently we define a metric to measure the goodness of a data partition. Based on the defined metric, we theoretically prove that pSCOPE is convergent with a linear convergence rate if the data partition is good enough. We also prove that better data partition implies faster convergence rate. Furthermore, pSCOPE is also communication efficient. Experimental results on real data sets show that pSCOPE can outperform other state-of-the-art distributed methods for sparse learning.


Proximal SCOPE for Distributed Sparse Learning

Zhao, Shenyi, Zhang, Gong-Duo, Li, Ming-Wei, Li, Wu-Jun

Neural Information Processing Systems

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use L1 regularization. In this paper, we propose a novel method, called proximal SCOPE (pSCOPE), for distributed sparse learning with L1 regularization. pSCOPE is based on a cooperative autonomous local learning (CALL) framework. In the CALL framework of pSCOPE, we find that the data partition affects the convergence of the learning procedure, and subsequently we define a metric to measure the goodness of a data partition. Based on the defined metric, we theoretically prove that pSCOPE is convergent with a linear convergence rate if the data partition is good enough. We also prove that better data partition implies faster convergence rate. Furthermore, pSCOPE is also communication efficient. Experimental results on real data sets show that pSCOPE can outperform other state-of-the-art distributed methods for sparse learning.


Proximal SCOPE for Distributed Sparse Learning: Better Data Partition Implies Faster Convergence Rate

Zhao, Shen-Yi, Zhang, Gong-Duo, Li, Ming-Wei, Li, Wu-Jun

arXiv.org Machine Learning

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use $L_1$ regularization. In this paper, we propose a novel method, called proximal \mbox{SCOPE}~(\mbox{pSCOPE}), for distributed sparse learning with $L_1$ regularization. pSCOPE is based on a \underline{c}ooperative \underline{a}utonomous \underline{l}ocal \underline{l}earning~(\mbox{CALL}) framework. In the \mbox{CALL} framework of \mbox{pSCOPE}, we find that the data partition affects the convergence of the learning procedure, and subsequently we define a metric to measure the goodness of a data partition. Based on the defined metric, we theoretically prove that pSCOPE is convergent with a linear convergence rate if the data partition is good enough. We also prove that better data partition implies faster convergence rate. Furthermore, pSCOPE is also communication efficient. Experimental results on real data sets show that pSCOPE can outperform other state-of-the-art distributed methods for sparse learning.