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Gradient Sparsification for Communication-Efficient Distributed Optimization

Modern large-scale ML applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as stochastic gradients among different workers. In this paper, to reduce the communication cost, we propose a convex optimization formulation to minimize the coding length of stochastic gradients.

Graph Oracle Models, Lower Bounds, and Gaps for Parallel Stochastic Optimization

The authors suggest a general oracle-based framework that captures different parallel stochastic optimization settings described by a dependency graph, and derive generic lower bounds in terms of this graph, as well as lower bounds for several specific parallel optimization settings. They highlight gaps between lower and upper bounds on the oracle complexity, and cases where the “natural” algorithms are not known to be optimal.

Sparse PCA from Sparse Linear Regression

Sparse Principal Component Analysis (SPCA) and Sparse Linear Regression (SLR) have a wide range of applications and have attracted attention as canonical examples of statistical problems in high dimension. A variety of algorithms have been proposed for both SPCA and SLR, but an explicit connection between the two had not been made. This paper shows how to efficiently transform a black-box solver for SLR into an algorithm for SPCA.

Learning and Memorization

In the machine learning research community, it is generally believed that there is a tension between memorization and generalization. This paper examines the extent to which this tension exists, by exploring whether it is possible to generalize by memorizing alone.

JSM 2017 Experiences

A group of Two Sigma statisticians highlight a selection of interesting talks and presentations from the 2017 Joint Statistical Meeting.