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Sparsified SGD with Memory

Code for the experimental part of the paper Sparsified SGD with Memory. It contains the code for the following experiments:

  • Theoretical convergence with different sparsification operator
  • Comparison with QSGD
  • Multi-core experiments

Use notebooks/plots.ipynb to visualize the results.

Please open an issue if you have questions or problems.

Environment set up

Install Anaconda and create the sparsifedSGD environment

conda env create -f environment.yaml
source activate sparsifedSGD
source deactivate # at the end

For LaTeX support in plots

sudo apt-get install texlive-full msttcorefonts

Reproduce the results

To reproduce the results, you can download the datasets from LibSVM

mkdir data
cd data/

We decompress the libsvm file and use pickle format instead. It takes more space but is faster to load. You can create a file as follow

import pickle
import os
from sklearn.datasets import load_svmlight_file

if not os.path.exists('data'):

X, y = load_svmlight_file('data/rcv1_test.binary.bz2')
with open('rcv1.pickle', 'wb') as f:
    pickle.dump((X, y), f)

X, y = load_svmlight_file('data/epsilon_normalized.bz2')
with open('epsilon.pickle', 'wb') as f:
    pickle.dump((X, y), f)

You can run the baseline

python experiments/ ./data results/baselines

Run our experiments, for example

python experiments/ ./data results/rcv-th
python experiments/ ./data results/rcv-par

And visualize the results with the notebooks.


If you use this code, please cite the following paper

  author = {Sebastian U. Stich and Jean-Baptiste Cordonnier and Martin Jaggi},
  title = "{Sparsified {SGD} with Memory}",
  booktitle = {NIPS 2018 - Advances in Neural Information Processing Systems},
  year = 2018,
  url = {}
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