AAAI Publications, Thirty-First AAAI Conference on Artificial Intelligence

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SCOPE: Scalable Composite Optimization for Learning on Spark
Shen-Yi Zhao, Ru Xiang, Ying-Hao Shi, Peng Gao, Wu-Jun Li

Last modified: 2017-02-13

Abstract


Many machine learning models, such as logistic regression (LR) and support vector machine (SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization (DSO) methods have been proposed to solve the large-scale composite optimization problems, which have shown better performance than traditional batch methods. However, most of these DSO methods might not be scalable enough. In this paper, we propose a novel DSO method, called scalable composite optimization for learning (SCOPE), and implement it on the fault-tolerant distributed platform Spark. SCOPE is both computation-efficient and communication-efficient. Theoretical analysis shows that SCOPE is convergent with linear convergence rate when the objective function is strongly convex. Furthermore, empirical results on real datasets show that SCOPE can outperform other state-of-the-art distributed learning methods on Spark, including both batch learning methods and DSO methods.

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