Limited-memory Common-directions Method for Distributed Optimization and its Application on Empirical Risk Minimization
Limited-memory Common-directions Method for Distributed Optimization and its Application on Empirical Risk Minimization
Distributed optimization has become an important research topic for dealing with extremely large volume of data available in the Internet companies nowadays. Additional machines make computation less expensive, but inter-machine communication becomes prominent in the optimization process, and efficient optimization methods should reduce the amount of the communication in order …