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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

In this paper, we consider a large network containing many regions such that each region is equipped with a worker with some data processing and communication capability. For such a network, some workers may become stragglers due to the…

Systems and Control · Electrical Eng. & Systems 2022-04-14 Elie Atallah , Nazanin Rahnavard , Qiyu Sun

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

Distributed implementations of gradient-based methods, wherein a server distributes gradient computations across worker machines, need to overcome two limitations: delays caused by slow running machines called 'stragglers', and…

Information Theory · Computer Science 2020-05-15 Swanand Kadhe , O. Ozan Koyluoglu , Kannan Ramchandran

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

This study investigates the impact of gradient compression on distributed training performance, focusing on sparsification and quantization techniques, including top-k, DGC, and QSGD. In baseline experiments, random-k compression results in…

Machine Learning · Computer Science 2025-02-12 Shruti Singh , Shantanu Kumar

Large scale machine learning is increasingly relying on distributed optimization, whereby several machines contribute to the training process of a statistical model. In this work we study the performance of asynchronous, distributed…

Machine Learning · Computer Science 2021-01-19 Rosa Candela , Giulio Franzese , Maurizio Filippone , Pietro Michiardi

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

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

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

In this paper, we propose an optimally structured gradient coding scheme to mitigate the straggler problem in distributed learning. Conventional gradient coding methods often assume homogeneous straggler models or rely on excessive data…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Heekang Song , Wan Choi

We consider the communication complexity of some fundamental convex optimization problems in the point-to-point (coordinator) and blackboard communication models. We strengthen known bounds for approximately solving linear regression,…

Data Structures and Algorithms · Computer Science 2024-03-29 Mehrdad Ghadiri , Yin Tat Lee , Swati Padmanabhan , William Swartworth , David Woodruff , Guanghao Ye

Modern deep neural networks often require distributed training with many workers due to their large size. As the number of workers increases, communication overheads become the main bottleneck in data-parallel minibatch stochastic gradient…

Machine Learning · Statistics 2024-11-07 Tim Tsz-Kit Lau , Weijian Li , Chenwei Xu , Han Liu , Mladen Kolar

We propose a general method called truncated gradient to induce sparsity in the weights of online learning algorithms with convex loss functions. This method has several essential properties: The degree of sparsity is continuous -- a…

Machine Learning · Computer Science 2008-07-04 John Langford , Lihong Li , Tong Zhang

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Optimization and Control · Mathematics 2014-10-02 Andrea Simonetto , Leon Kester , Geert Leus

The optimization problems with a sparsity constraint is a class of important global optimization problems. A typical type of thresholding algorithms for solving such a problem adopts the traditional full steepest descent direction or…

Optimization and Control · Mathematics 2021-07-20 Nan Meng , Yun-Bin Zhao , Michal Kocvara

In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…

Optimization and Control · Mathematics 2021-09-03 Blake Woodworth