Work

Semi-Cyclic Stochastic Gradient Descent

Year: 2019
Type: preprint
Abstract: We consider convex SGD updates with a block-cyclic structure, i.e. where each cycle consists of a small number of blocks, each with many samples from a possibly different, block-specific, distribution. This situation arises, e.g., in Federated Learning where the mobile devices available for updates at different times during the day have different characteristics. We show that such block-cyclic structure can significantly deteriorate the performance of SGD, but propose a simple approach that allows prediction with the same performance guarantees as for i.i.d., non-cyclic, sampling.
Language: English
Open Access status: green
OpenAlex ID: W2941142392
Cites:
Cited by: 66
Related to: 20