Stochastic convergence of parallel asynchronous adaptive first-order methods

A new class of asynchronous adaptive first-order optimization methods is introduced, comprising asynchronous variants of several popular algorithms. Versions of these methods using momentum and/or inexact normalization are also considered.

The convergence of methods in the class on non-convex functions is analyzed in a fully stochastic setting, and is shown to be (up to logarithmic factors) of order O(1/sqrt{t}) under reasonable assumptions. Numerical experiments suggest that such asynchronous adaptive algorithms are very relevant in heterogeneous large-scale machine learning systems.