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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…
We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extending the unified analysis of Gorbunov, Hanzely \& Richt\'arik…
Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly questioned, especially in large-scale applications where…
In this work, we propose a new algorithm for finding a zero in the sum of two monotone operators where one is assumed to be single-valued and Lipschitz continuous. This algorithm naturally arises from a non-standard discretization of a…
This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…
We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to…
Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…
We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…
We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
Over the past few years, the federated learning ($\texttt{FL}$) community has witnessed a proliferation of new $\texttt{FL}$ algorithms. However, our understating of the theory of $\texttt{FL}$ is still fragmented, and a thorough, formal…
Instruction Tuning involves finetuning a language model on a collection of instruction-formatted datasets in order to enhance the generalizability of the model to unseen tasks. Studies have shown the importance of balancing different task…
Splitting algorithms for finding a zero of sum of operators often involve multiple steps which are referred to as forward or backward steps. Forward steps are the explicit use of the operators and backward steps involve the operators…
Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…
Clustering is a fundamental task in data mining and machine learning, particularly for analyzing large-scale data. In this paper, we introduce Clust-Splitter, an efficient algorithm based on nonsmooth optimization, designed to solve the…
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…
We present a novel matrix-parametrized frugal splitting algorithm which finds the zero of a sum of maximal monotone and cocoercive operators composed with linear selection operators. We also develop a semidefinite programming framework for…
Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…
Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…
In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of…