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The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…

Optimization and Control · Mathematics 2020-03-06 Francesco Farina , Giuseppe Notarstefano

We propose an efficient protocol for decentralized training of deep neural networks from distributed data sources. The proposed protocol allows to handle different phases of model training equally well and to quickly adapt to concept…

Machine Learning · Computer Science 2018-11-14 Michael Kamp , Linara Adilova , Joachim Sicking , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

This paper studies the decentralized optimization and learning problem where multiple interconnected agents aim to learn an optimal decision function defined over a reproducing kernel Hilbert space by jointly minimizing a global objective…

Machine Learning · Computer Science 2021-07-01 Ping Xu , Yue Wang , Xiang Chen , Zhi Tian

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

Huge scale machine learning problems are nowadays tackled by distributed optimization algorithms, i.e. algorithms that leverage the compute power of many devices for training. The communication overhead is a key bottleneck that hinders…

Machine Learning · Computer Science 2018-11-30 Sebastian U. Stich , Jean-Baptiste Cordonnier , Martin Jaggi

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

Communication remains the most significant bottleneck in the performance of distributed optimization algorithms for large-scale machine learning. In this paper, we propose a communication-efficient framework, CoCoA, that uses local…

We propose a communicationally and computationally efficient algorithm for high-dimensional distributed sparse learning. At each iteration, local machines compute the gradient on local data and the master machine solves one shifted $l_1$…

Machine Learning · Statistics 2017-09-12 Jineng Ren , Jarvis Haupt

Communication compression is an essential strategy for alleviating communication overhead by reducing the volume of information exchanged between computing nodes in large-scale distributed stochastic optimization. Although numerous…

Machine Learning · Computer Science 2025-03-19 Yutong He , Xinmeng Huang , Yiming Chen , Wotao Yin , Kun Yuan

Sparsity-based models and techniques have been exploited in many signal processing and imaging applications. Data-driven methods based on dictionary and sparsifying transform learning enable learning rich image features from data, and can…

Machine Learning · Computer Science 2019-09-25 Saiprasad Ravishankar , Anna Ma , Deanna Needell

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

The fast iterative soft thresholding algorithm (FISTA) is used to solve convex regularized optimization problems in machine learning. Distributed implementations of the algorithm have become popular since they enable the analysis of large…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-25 Saeed Soori , Aditya Devarakonda , James Demmel , Mert Gurbuzbalaban , Maryam Mehri Dehnavi

It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…

Optimization and Control · Mathematics 2026-03-20 Dan Garber

In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish the optimal convergence rates for the classification error. Minimax lower bounds are established to demonstrate the necessity of…

Methodology · Statistics 2019-12-09 T. Tony Cai , Linjun Zhang

Decentralized optimization over directed graphs is essential for applications such as robotic swarms, sensor networks, and distributed learning. In many practical scenarios, the underlying network takes the form of a Time-Varying Broadcast…

Optimization and Control · Mathematics 2026-02-24 Liyuan Liang , Yilong Song , Kun Yuan

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

Machine Learning · Computer Science 2019-11-14 Ran Xin , Soummya Kar , Usman A. Khan

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…

Optimization and Control · Mathematics 2020-02-03 Sophie M. Fosson

In this paper, we propose to solve a regularized distributionally robust learning problem in the decentralized setting, taking into account the data distribution shift. By adding a Kullback-Liebler regularization function to the robust…

Machine Learning · Computer Science 2022-09-13 Chaouki Ben Issaid , Anis Elgabli , Mehdi Bennis
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