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Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…

Optimization and Control · Mathematics 2011-04-07 M. Zargham , A. Ribeiro , A. Jadbabaie , A. Ozdaglar

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

In this paper, we investigate the impact of imbalanced data on the convergence of distributed dual coordinate ascent in a tree network for solving an empirical loss minimization problem in distributed machine learning. To address this…

Machine Learning · Computer Science 2023-08-30 Myung Cho , Lifeng Lai , Weiyu Xu

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

Machine Learning · Statistics 2013-11-05 Taiji Suzuki

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

Machine Learning · Computer Science 2017-08-28 Shun Zheng , Jialei Wang , Fen Xia , Wei Xu , Tong Zhang

Communication remains the most significant bottleneck in the performance of distributed optimization algorithms for large-scale machine learning. In this paper, we propose a communication-efficient framework, CoCoA, that uses local…

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

Optimization and Control · Mathematics 2015-10-01 Pascal Bianchi , Walid Hachem , Franck Iutzeler

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

Distributed optimization algorithms are essential for training machine learning models on very large-scale datasets. However, they often suffer from communication bottlenecks. Confronting this issue, a communication-efficient primal-dual…

Optimization and Control · Mathematics 2017-11-16 Chenxin Ma , Martin Jaggi , Frank E. Curtis , Nathan Srebro , Martin Takáč

The growing size of available data has attracted increasing interest in solving minimax problems in a decentralized manner for various machine learning tasks. Previous theoretical research has primarily focused on the convergence rate and…

Machine Learning · Computer Science 2023-11-01 Miaoxi Zhu , Li Shen , Bo Du , Dacheng Tao

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Machine Learning · Computer Science 2018-07-17 Akshita Bhandari , Chandramani Singh

The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

Machine Learning · Computer Science 2017-10-30 Zhouyuan Huo , Heng Huang

In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

This work investigates the training of conditional random fields (CRFs) via the stochastic dual coordinate ascent (SDCA) algorithm of Shalev-Shwartz and Zhang (2016). SDCA enjoys a linear convergence rate and a strong empirical performance…

Machine Learning · Statistics 2018-07-11 Rémi Le Priol , Alexandre Piché , Simon Lacoste-Julien

The performance of fully synchronized distributed systems has faced a bottleneck due to the big data trend, under which asynchronous distributed systems are becoming a major popularity due to their powerful scalability. In this paper, we…

Machine Learning · Statistics 2019-10-01 Jayanth Regatti , Gaurav Tendolkar , Yi Zhou , Abhishek Gupta , Yingbin Liang

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

Numerical Analysis · Mathematics 2016-01-29 Robert Mansel Gower , Peter Richtarik