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We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

Consider a set of agents that wish to estimate a vector of parameters of their mutual interest. For this estimation goal, agents can sense and communicate. When sensing, an agent measures (in additive gaussian noise) linear combinations of…

Systems and Control · Computer Science 2019-03-27 António Simões , João Xavier

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In distributed optimization, a large number of machines alternate between local computations and communication with a coordinating server. Communication, which can be slow and costly, is the main bottleneck in this setting. To reduce this…

Machine Learning · Computer Science 2026-04-03 Laurent Condat , Ivan Agarský , Peter Richtárik

When scaling distributed training, the communication overhead is often the bottleneck. In this paper, we propose a novel SGD variant with reduced communication and adaptive learning rates. We prove the convergence of the proposed algorithm…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta , Haibin Lin

In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…

Systems and Control · Electrical Eng. & Systems 2024-10-21 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents…

Optimization and Control · Mathematics 2022-10-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

This work introduces DADAO: the first decentralized, accelerated, asynchronous, primal, first-order algorithm to minimize a sum of $L$-smooth and $\mu$-strongly convex functions distributed over a given network of size $n$. Our key insight…

Optimization and Control · Mathematics 2023-12-07 Adel Nabli , Edouard Oyallon

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

With distributed machine learning being a prominent technique for large-scale machine learning tasks, communication complexity has become a major bottleneck for speeding up training and scaling up machine numbers. In this paper, we propose…

Machine Learning · Computer Science 2023-09-26 Pengyun Yue , Hanzhen Zhao , Cong Fang , Di He , Liwei Wang , Zhouchen Lin , Song-chun Zhu

When the data are stored in a distributed manner, direct application of traditional statistical inference procedures is often prohibitive due to communication cost and privacy concerns. This paper develops and investigates two…

Machine Learning · Statistics 2021-08-04 Jianqing Fan , Yongyi Guo , Kaizheng Wang

Distributed adaptive stochastic gradient methods have been widely used for large-scale nonconvex optimization, such as training deep learning models. However, their communication complexity on finding $\varepsilon$-stationary points has…

Machine Learning · Computer Science 2023-08-25 Congliang Chen , Li Shen , Wei Liu , Zhi-Quan Luo

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…

Optimization and Control · Mathematics 2018-06-04 Albert S. Berahas , Raghu Bollapragada , Nitish Shirish Keskar , Ermin Wei

We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

Distributed Mean Estimation (DME) is a central building block in federated learning, where clients send local gradients to a parameter server for averaging and updating the model. Due to communication constraints, clients often use lossy…

Machine Learning · Computer Science 2022-06-16 Shay Vargaftik , Ran Ben Basat , Amit Portnoy , Gal Mendelson , Yaniv Ben-Itzhak , Michael Mitzenmacher

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

The distributed optimization problem has become increasingly relevant recently. It has a lot of advantages such as processing a large amount of data in less time compared to non-distributed methods. However, most distributed approaches…

Optimization and Control · Mathematics 2024-03-27 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov , Alexander Gasnikov