Sunday, March 30, 2014

Parallelizing Graident Descent

Parallalizing any non trivial ML learning algorithm is hard. I am evaluating a product called Alpine Data Labs and got to know some interesting thoughts on MapReducing a Stochaic Graident Descent algorithm.

Here is the paper I am referring to. Thanks to Alpine Data Labs for sharing the information.
http://www.research.rutgers.edu/~lihong/pub/Zinkevich11Parallelized.pdf. Basically it takes the average of the optimized values after running SGD on each individual nodes.









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