Yury A. Sokolov

Application of Optimal Inexact Second-Order Acceleration to Distributed Stochastic Optimization under Statistical Similarity

We consider distributed stochastic convex optimization with a fixed budget of $N$ independent samples split among $m$ workers. Sample average approximation reduces the problem to a regularized finite-sum problem whose local Hessians are statistically similar. This allows the Hessian of the local objective at the server...