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The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…

Optimization and Control · Mathematics 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , Peter Richtárik

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their…

Machine Learning · Computer Science 2024-02-14 Shivangi Dubey Sharma , Ketan Rajawat

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

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

In decentralized optimization over networks, synchronizing the updates of all nodes incurs significant communication overhead. For this reason, much of the recent literature has focused on the analysis and design of asynchronous…

Optimization and Control · Mathematics 2025-04-29 Marina Costantini , Nikolaos Liakopoulos , Panayotis Mertikopoulos , Thrasyvoulos Spyropoulos

In this paper, we introduce a novel decentralized surrogate gradient-based algorithm for quantile regression in a feature-distributed setting, where global features are dispersed across multiple machines within a decentralized network. The…

Computation · Statistics 2025-04-24 Peiwen Xiao , Xiaohui Liu , Guangming Pan , Wei Long

Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Carolyn L. Beck , R. Srikant

This paper considers the distributed optimization problem over a network, where the objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. We develop an Accelerated…

Optimization and Control · Mathematics 2020-06-02 Guannan Qu , Na Li

This paper studies decentralized optimization problem $f(\mathbf{x})=\frac{1}{m}\sum_{i=1}^m f_i(\mathbf{x})$, where each local function has the form of $f_i(\mathbf{x}) = {\mathbb E}\left[F(\mathbf{x};{\boldsymbol \xi}_i)\right]$ which is…

Optimization and Control · Mathematics 2025-09-29 Luo Luo , Xue Cui , Tingkai Jia , Cheng Chen

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…

Optimization and Control · Mathematics 2023-01-30 Dmitriy Metelev , Alexander Rogozin , Dmitry Kovalev , Alexander Gasnikov

We consider decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…

Optimization and Control · Mathematics 2025-01-29 Zhenwei Lin , Jingfan Xia , Qi Deng , Luo Luo

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown…

Machine Learning · Statistics 2020-07-02 Dominic Richards , Patrick Rebeschini , Lorenzo Rosasco

We consider decentralized stochastic optimization with the objective function (e.g. data samples for machine learning task) being distributed over $n$ machines that can only communicate to their neighbors on a fixed communication graph. To…

Machine Learning · Computer Science 2019-02-04 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi
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