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Efficient Distributed Learning with Sparsity
Jialei Wang · Mladen Kolar · Nati Srebro · Tong Zhang

Mon Aug 07 10:48 PM -- 11:06 PM (PDT) @ C4.4
in Sparsity 2 »
We propose a novel, efficient approach for distributed sparse learning with observations randomly partitioned across machines. In each round of the proposed method, worker machines compute the gradient of the loss on local data and the master machine solves a shifted $\ell_1$ regularized loss minimization problem. After a number of communication rounds that scales only logarithmically with the number of machines, and independent of other parameters of the problem, the proposed approach provably matches the estimation error bound of centralized methods.
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Author Information

Jialei Wang (University of Chicago)
Mladen Kolar (University of Chicago)
Nati Srebro (Toyota Technological Institute at Chicago)
Tong Zhang (HKUST)
Tong Zhang

Tong Zhang is a professor of Computer Science and Mathematics at the Hong Kong University of Science and Technology. His research interests are machine learning, big data and their applications. He obtained a BA in Mathematics and Computer Science from Cornell University, and a PhD in Computer Science from Stanford University. Before joining HKUST, Tong Zhang was a professor at Rutgers University, and worked previously at IBM, Yahoo as research scientists, Baidu as the director of Big Data Lab, and Tencent as the founding director of AI Lab. Tong Zhang was an ASA fellow and IMS fellow, and has served as the chair or area-chair in major machine learning conferences such as NIPS, ICML, and COLT, and has served as associate editors in top machine learning journals such as PAMI, JMLR, and Machine Learning Journal.

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