  Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of
machine learning problems. Researchers and industry have developed several
techniques to optimize SGD's runtime performance, including asynchronous
execution and reduced precision. Our main result is a martingale-based analysis
that enables us to capture the rich noise models that may arise from such
techniques. Specifically, we use our new analysis in three ways: (1) we derive
convergence rates for the convex case (Hogwild!) with relaxed assumptions on
the sparsity of the problem; (2) we analyze asynchronous SGD algorithms for
non-convex matrix problems including matrix completion; and (3) we design and
analyze an asynchronous SGD algorithm, called Buckwild!, that uses
lower-precision arithmetic. We show experimentally that our algorithms run
efficiently for a variety of problems on modern hardware.

Machine Learning;Optimization and Control;Machine Learning