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Communication efficiency has been widely recognized as the bottleneck for large-scale decentralized machine learning applications in multi-agent or federated environments. To tackle the communication bottleneck, there have been many efforts…

Machine Learning · Computer Science 2022-10-17 Haoyu Zhao , Boyue Li , Zhize Li , Peter Richtárik , Yuejie Chi

We present Scaff-PD, a fast and communication-efficient algorithm for distributionally robust federated learning. Our approach improves fairness by optimizing a family of distributionally robust objectives tailored to heterogeneous clients.…

Machine Learning · Computer Science 2023-07-26 Yaodong Yu , Sai Praneeth Karimireddy , Yi Ma , Michael I. Jordan

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Optimization and Control · Mathematics 2018-09-26 Guanghui Lan , Yi Zhou

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

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

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris

In this paper, we study the communication and (sub)gradient computation costs in distributed optimization and give a sharp complexity analysis for the proposed distributed accelerated gradient methods. We present two algorithms based on the…

Optimization and Control · Mathematics 2020-08-19 Huan Li , Cong Fang , Wotao Yin , Zhouchen Lin

We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…

Optimization and Control · Mathematics 2024-10-04 Weijian Li , Xianlin Zeng , Lacra Pavel

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

Stochastic compositional minimax problems are prevalent in machine learning, yet there are only limited established on the convergence of this class of problems. In this paper, we propose a formal definition of the stochastic compositional…

Optimization and Control · Mathematics 2024-08-23 Yuyang Deng , Fuli Qiao , Mehrdad Mahdavi

Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…

Optimization and Control · Mathematics 2022-10-12 Changxin Liu , Zirui Zhou , Jian Pei , Yong Zhang , Yang Shi

We investigate fast and communication-efficient algorithms for the classic problem of minimizing a sum of strongly convex and smooth functions that are distributed among $n$ different nodes, which can communicate using a limited number of…

Optimization and Control · Mathematics 2021-06-21 Foivos Alimisis , Peter Davies , Dan Alistarh

Block Coordinate Update (BCU) methods enjoy low per-update computational complexity because every time only one or a few block variables would need to be updated among possibly a large number of blocks. They are also easily parallelized and…

Optimization and Control · Mathematics 2017-11-22 Yangyang Xu , Shuzhong Zhang

Decentralized optimization and communication compression have exhibited their great potential in accelerating distributed machine learning by mitigating the communication bottleneck in practice. While existing decentralized algorithms with…

Machine Learning · Computer Science 2021-08-13 Yao Li , Xiaorui Liu , Jiliang Tang , Ming Yan , Kun Yuan

We introduce a proximal version of the stochastic dual coordinate ascent method and show how to accelerate the method using an inner-outer iteration procedure. We analyze the runtime of the framework and obtain rates that improve…

Machine Learning · Statistics 2013-10-09 Shai Shalev-Shwartz , Tong Zhang

This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…

Optimization and Control · Mathematics 2022-10-27 Yi Huang , Xianlin Zeng , Ziyang Meng , Jian Sun

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

Machine learning with big data often involves large optimization models. For distributed optimization over a cluster of machines, frequent communication and synchronization of all model parameters (optimization variables) can be very…

Optimization and Control · Mathematics 2017-10-17 Lin Xiao , Adams Wei Yu , Qihang Lin , Weizhu Chen

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