Accelerating SGD for Distributed Deep-Learning Using Approximated Hessian Matrix

Autor: Arnold, S��bastien M. R., Wang, Chunming
Rok vydání: 2017
Předmět:
DOI: 10.48550/arxiv.1709.05069
Popis: We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently implement a distributed approximation of the Newton-Raphson method. We also present preliminary results which underline advantages and challenges of second-order methods for large stochastic optimization problems. In particular, our work suggests that novel strategies for combining gradients provide further information on the loss surface.
ICLR17 Workshop Track
Databáze: OpenAIRE