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Sketched SGD

Installation

Dependencies: pytorch, numpy, and csvec (https://github.com/nikitaivkin/csh). Tested with torch==1.0.1 and numpy==1.15.3, but this should work with a range of versions.

git clone the repository to your local machine, move to the directory containing setup.py, then run

pip install -e .

to install this package.

Description

This is the code accompanying the paper ``Communication-efficient distributed SGD with Sketching'' by Nikita Ivkin, Daniel Rothchild, Enayat Ullah, Vladimir Braverman, Ion Stoica, and Raman Arora (https://arxiv.org/abs/1903.04488)

This package contains three classes that can be used to carry out Sketched SGD in the simulated distributed setting. A simple example script is included showing how to train a model with these three classes.

We are currently (July 2019) working on code to run Sketched SGD in the real distributed setting. Stay tuned!

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