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Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Statistics Theory · Mathematics 2019-08-20 Adel Javanmard , Marco Mondelli , Andrea Montanari

This paper proposes a novel federated algorithm that leverages momentum-based variance reduction with adaptive learning to address non-convex settings across heterogeneous data. We intend to minimize communication and computation overhead,…

Machine Learning · Computer Science 2024-12-17 Dipanwita Thakur , Antonella Guzzo , Giancarlo Fortino , Sajal K. Das

In distributed training, deep neural networks (DNNs) are launched over multiple workers concurrently and aggregate their local updates on each step in bulk-synchronous parallel (BSP) training. However, BSP does not linearly scale-out due to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-30 Sahil Tyagi , Martin Swany

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

Distributed learning techniques such as federated learning have enabled multiple workers to train machine learning models together to reduce the overall training time. However, current distributed training algorithms (centralized or…

Machine Learning · Computer Science 2020-02-25 Zhenheng Tang , Shaohuai Shi , Xiaowen Chu

We propose a distributed, cubic-regularized Newton method for large-scale convex optimization over networks. The proposed method requires only local computations and communications and is suitable for federated learning applications over…

Optimization and Control · Mathematics 2020-07-08 César A. Uribe , Ali Jadbabaie

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

Deep neural networks (DNNs) have achieved extraordinary success in numerous areas. However, to attain this success, DNNs often carry a large number of weight parameters, leading to heavy costs of memory and computation resources.…

Computer Vision and Pattern Recognition · Computer Science 2019-01-07 Rongrong Ma , Jianyu Miao , Lingfeng Niu , Peng Zhang

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

Optimization and Control · Mathematics 2018-04-02 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag

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

Motivated by recent development in networking and parallel data-processing, we consider a distributed and localized finite-sum (or fixed-sum) allocation technique to solve resource-constrained convex optimization problems over multi-agent…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Mohammadreza Doostmohammadian , Maria Vrakopoulou , Alireza Aghasi , Themistoklis Charalambous

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

Machine Learning · Computer Science 2024-10-04 Greg B Fotopoulos , Paul Popovich , Nicholas Hall Papadopoulos

This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…

Machine Learning · Computer Science 2016-11-15 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

Many popular distributed optimization methods for training machine learning models fit the following template: a local gradient estimate is computed independently by each worker, then communicated to a master, which subsequently performs…

Machine Learning · Computer Science 2019-06-05 Konstantin Mishchenko , Filip Hanzely , Peter Richtárik

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) nonconvex loss function, measuring the…

Optimization and Control · Mathematics 2016-11-22 Ying Sun , Gesualdo Scutari