[mlpack] Parallel Stochastic Potimazation Methods

[Ryan Curtin]

On Fri, Mar 11, 2016 at 07:59:08PM +0200, pvachill at ece.auth.gr wrote:
> 
> Hi
> 
> I am a 5th year undergraduate Electrical Engineer and Computer Engineer
> student at Aristotle University. My name is Axilleas Pasias and i am from
> Greece. I have background in Pthreads, OpenMP, MPI and Cuda.I also have some
> knowledge  in convex optimization. I would like you to recommend me some
> papers about Parallel stochastic optimization methods to get in touch with
> the idea.

Hi Axilleas,

Here are some interesting papers.

http://papers.nips.cc/paper/4390-hogwild-a-lock-free-approach-to-parallelizing-stochastic-gradient-descent.pdf
http://papers.nips.cc/paper/4006-parallelized-stochastic-gradient-descent.pdf
http://leon.bottou.org/publications/pdf/compstat-2010.pdf

Note that for mlpack, the desired scenario is a multi-core single
machine, not a distributed system.

I hope that this is helpful.  Let me know if I can clarify anything.

Thanks,

Ryan

-- 
Ryan Curtin    | "And they say there is no fate, but there is: it's
ryan at ratml.org | what you create." - Minister