Microsoft Corporation
Systems, methods, and computer-readable media for parallel stochastic gradient descent with linear and non-linear activation functions

Abstract:

Systems, methods, and computer-readable media are disclosed for parallel stochastic gradient descent using linear and non-linear activation functions. One method includes: receiving a set of input examples; receiving a global model; and learning a new global model based on the global model and the set of input examples by iteratively performing the following steps: computing a plurality of local models having a plurality of model parameters based on the global model and at least a portion of the set of input examples; computing, for each local model, a corresponding model combiner based on the global model and at least a portion of the set of input examples; and combining the plurality of local models into the new global model based on the current global model and the plurality of corresponding model combiners.