Accelerated Distributed Riemannian Optimization Algorithms with Random Shuffling

摘要

Riemannian optimization has attracted increasing attention recently as it is related to a variety of machine learning problems, including principal component analysis, dictionary learning, and mixture modeling. To tackle modern large-scale machine learning tasks, distributed learning is usually considered as an effective solution that trains a global model over multiple worker nodes collaboratively to enhance the computational power. Centralized learning and decentralized learning are two types of distributed learning. Centralized learning employs a central parameter server to coordinate the training process while in decentralized learning, each worker only communicates with its peer neighbors. In this paper, we propose accelerated distributed Riemannian stochastic gradient descent algorithms with random shuffling in the cases of both centralized and decentralized learning. We improve the stochastic first-order oracle complexity of the Riemannian SGD from to where is the size of training data. We conduct an experiment of the leading eigenvector problem under the condition of centralized learning and decentralized learning to validate the performance of our methods.