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https://github.com/epfml/sparsifiedsgd

Sparsified SGD with Memory: https://arxiv.org/abs/1809.07599
https://github.com/epfml/sparsifiedsgd

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Sparsified SGD with Memory: https://arxiv.org/abs/1809.07599

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# Sparsified SGD with Memory

Code for the experimental part of the paper [Sparsified SGD with Memory](https://arxiv.org/abs/1809.07599). 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](https://anaconda.org) and create the `sparsifedSGD` environment
```bash
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](https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary.html)

```bash
mkdir data
cd data/
wget https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/rcv1_test.binary.bz2
wget https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/epsilon_normalized.bz2
```

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

```python
import pickle
import os
from sklearn.datasets import load_svmlight_file

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

```bash
python experiments/baselines.py ./data results/baselines
```

Run our experiments, for example

```bash
python experiments/rcv-th.py ./data results/rcv-th
python experiments/rcv-par.sh ./data results/rcv-par
```

And visualize the results with the notebooks.

# Reference
If you use this code, please cite the following [paper](https://arxiv.org/abs/1809.07599)

@inproceedings{scj2018sparseSGD,
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 = {https://arxiv.org/abs/1809.07599}
}