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Asynchronous distributed stochastic gradient descent methods have trouble converging because of stale gradients. A gradient update sent to a parameter server by a client is stale if the parameters used to calculate that gradient have since…

Machine Learning · Statistics 2016-01-18 Augustus Odena

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2022-08-08 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

This paper discusses distributed optimization over a directed graph. We begin with some well known algorithms which achieve consensus among agents including FROST [1], which possesses the quickest convergence to the optimum. It is a well…

Optimization and Control · Mathematics 2021-02-12 Shuubham Ojha , Ketan Rajawat

Decentralized optimization over time-varying networks has a wide range of applications in distributed learning, signal processing and various distributed control problems. The agents of the distributed system locally hold optimization…

Optimization and Control · Mathematics 2023-12-14 Alexander Rogozin , Alexander Gasnikov , Aleksander Beznosikov , Dmitry Kovalev

Decentralized learning recently has received increasing attention in machine learning due to its advantages in implementation simplicity and system robustness, data privacy. Meanwhile, the adaptive gradient methods show superior…

Machine Learning · Computer Science 2024-08-20 Feihu Huang , Jianyu Zhao

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

Optimization and Control · Mathematics 2025-08-01 Ilya Kuruzov , Xiaokai Chen , Gesualdo Scutari , Alexander Gasnikov

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

Availability of both massive datasets and computing resources have made machine learning and predictive analytics extremely pervasive. In this work we present a synchronous algorithm and architecture for distributed optimization motivated…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-20 Shripad Gade , Nitin H. Vaidya

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…

Optimization and Control · Mathematics 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , Peter Richtárik

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Large scale convex-concave minimax problems arise in numerous applications, including game theory, robust training, and training of generative adversarial networks. Despite their wide applicability, solving such problems efficiently and…

Machine Learning · Computer Science 2022-09-26 Luofeng Liao , Li Shen , Jia Duan , Mladen Kolar , Dacheng Tao

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

Machine Learning · Computer Science 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

Optimization and Control · Mathematics 2021-01-06 Xiang Li , Zhihua Zhang