Multi-threaded training of Logistic Regression Model using Stochastic Gradient Descent

Dataset used - covtype.binary

Approach 1

In this approach the threads used are:

• 1 - data reading thread, which takes a data reading request from other gradient update threads and reads a minibatch of data to a buffer in memory.

• A pool of k - gradient update threads which takes a minibatch from the memory and computes the update to parameters.

• 1 - Main thread which coordinates the updates from various gradient update threads.

Approach 2

In this approach the threads used are:

• A pool of k – data reading and gradient update threads which reads a minibatch of data to a buffer in memory and computes the update to parameters. We call these worker threads.

• 1 - Main thread which coordinates the updates from various worker threads.

Results