A Hybrid Stochastic Gradient Tracking Method for Distributed Online Optimization Over Time-Varying Directed Networks
Abstract
With the increasing scale and dynamics of data, distributed online optimization has become essential for real-time decision-making in various applications. However, existing algorithms often rely on bounded gradient assumptions and overlook the impact of stochastic gradients, especially in time-varying directed networks. This study proposes a novel Time-Varying Hybrid Stochastic Gradient Tracking algorithm named TV-HSGT, based on hybrid stochastic gradient tracking and variance reduction mechanisms. Specifically, TV-HSGT integrates row-stochastic and column-stochastic communication schemes over time-varying digraphs, eliminating the need for Perron vector estimation or out-degree information. By combining current and recursive stochastic gradients, it effectively reduces gradient variance while accurately tracking global descent directions. Theoretical analysis demonstrates that TV-HSGT can achieve improved bounds on dynamic regret without assuming gradient boundedness. Experimental results on logistic regression tasks confirm the effectiveness of TV-HSGT in dynamic and resource-constrained environments.
Cite
@article{arxiv.2508.20645,
title = {A Hybrid Stochastic Gradient Tracking Method for Distributed Online Optimization Over Time-Varying Directed Networks},
author = {Xinli Shi and Xingxing Yuan and Longkang Zhu and Guanghui Wen},
journal= {arXiv preprint arXiv:2508.20645},
year = {2025}
}