Distributed random coordinate descent with gradient-aware sampling and sparse communication for large-scale sparse optimization
摘要
Large-scale sparse optimization with feature dimensions exceeding 105 and sparsity above 90% poses significant challenges for traditional gradient-based methods due to long training periods and heavy communication burdens.
MethodThis paper proposes a distributed random coordinate descent algorithm integrating gradient-aware coordinate sampling and sparse communication compression.
ResultsOn the Criteo dataset (1.2M samples, 106 dimensions, 95% sparsity), the proposed method reduces the loss from 1.25 to 0.41 within the first 200 iterations, reaching stability at 0.349 after 900 iterations. Total training time under 32 nodes is 210 s, compared to 980 s for single-machine coordinate descent (4.7 × speedup). Communication load ranges from 0.9 MB (4 nodes) to 2.3 MB (32 nodes), significantly lower than distributed SGD (6.8 MB at 32 nodes).
ContributionThis work provides a scalable distributed optimization framework that maintains stable convergence while reducing communication overhead by approximately 70% compared to conventional distributed SGD in high-dimensional sparse scenarios.