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In distributed optimization and learning, several machines alternate between local computations in parallel and communication with a distant server. Communication is usually slow and costly and forms the main bottleneck. This is…

Machine Learning · Computer Science 2024-04-30 Laurent Condat , Ivan Agarský , Grigory Malinovsky , Peter Richtárik

In this paper, we design two compressed decentralized algorithms for solving nonconvex stochastic optimization under two different scenarios. Both algorithms adopt a momentum technique to achieve fast convergence and a message-compression…

Machine Learning · Computer Science 2025-08-08 Wei Liu , Anweshit Panda , Ujwal Pandey , Christopher Brissette , Yikang Shen , George M. Slota , Naigang Wang , Jie Chen , Yangyang Xu

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two…

Optimization and Control · Mathematics 2023-06-23 Tesi Xiao , Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi

We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for…

Optimization and Control · Mathematics 2021-02-12 Darina Dvinskikh , Alexander Gasnikov

In distributed optimization and machine learning, multiple nodes coordinate to solve large problems. To do this, the nodes need to compress important algorithm information to bits so that it can be communicated over a digital channel. The…

Optimization and Control · Mathematics 2020-12-02 Sindri Magnússon , Hossein Shokri-Ghadikolaei , Na Li

In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity…

Machine Learning · Computer Science 2024-08-13 Junchi Yang , Murat Yildirim , Qiu Feng

In this paper, we focus on the decentralized composite optimization for convex functions. Because of advantages such as robust to the network and no communication bottle-neck in the central server, the decentralized optimization has…

Optimization and Control · Mathematics 2024-07-16 Haishan Ye , Xiangyu Chang

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

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu

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

Recent developments and emerging use cases, such as smart Internet of Things (IoT) and Edge AI, have sparked considerable interest in the training of neural networks over fully decentralized (serverless) networks. One of the major…

Machine Learning · Computer Science 2025-01-30 Eunjeong Jeong , Marios Kountouris

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

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

Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

We consider stochastic convex optimization problems with affine constraints and develop several methods using either primal or dual approach to solve it. In the primal case, we use a special penalization technique to make the initial…

Optimization and Control · Mathematics 2020-11-13 Eduard Gorbunov , Darina Dvinskikh , Alexander Gasnikov

Distributed training in deep learning (DL) is common practice as data and models grow. The current practice for distributed training of deep neural networks faces the challenges of communication bottlenecks when operating at scale, and…

Machine Learning · Computer Science 2020-12-21 Shubhankar Gahlot , Junqi Yin , Mallikarjun Shankar

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

Machine Learning · Computer Science 2020-06-25 Mahmoud Assran , Arda Aytekin , Hamid Feyzmahdavian , Mikael Johansson , Michael Rabbat