Delay-agnostic Asynchronous Coordinate Update Algorithm

Xuyang Wu; Changxin Liu; Sindri Magnússon; Mikael Johansson

ICML 2023poster6 citations

Delay-agnostic Asynchronous Coordinate Update Algorithm

Xuyang Wu, Changxin Liu, Sindri Magnússon, Mikael Johansson

Abstract

We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate descent as special cases. We prove that DEGAS converges with both bounded and unbounded delays under delay-free parameter conditions. We also validate by theory and experiments that DEGAS adapts well to the actual delays. The effectiveness of DEGAS is demonstrated by numerical experiments on classification problems.

BibTeX

@inproceedings{icml2023_delayagnosticasy,
  title = {Delay-agnostic Asynchronous Coordinate Update Algorithm},
  author = {Xuyang Wu and Changxin Liu and Sindri Magnússon and Mikael Johansson},
  booktitle = {ICML 2023},
  year = {2023}
}