Related papers: AsySPA: An Exact Asynchronous Algorithm for Convex…
Single Source Shortest Paths ($\textrm{SSSP}$) is among the most well-studied problems in computer science. In the incremental (resp. decremental) setting, the goal is to maintain distances from a fixed source in a graph undergoing edge…
To understand the convergence behavior of the Push-Pull method for decentralized optimization with stochastic gradients (Stochastic Push-Pull), this paper presents a comprehensive analysis. Specifically, we first clarify the algorithm's…
Decentralized and asynchronous communications are two popular techniques to speedup communication complexity of distributed machine learning, by respectively removing the dependency over a central orchestrator and the need for…
We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject to an arbitrary (possibly adversarial) sequence of delays.…
We consider the problem of decentralized optimization in networks with communication delays. To accommodate delays, we need decentralized optimization algorithms that work on directed graphs. Existing approaches require nodes to know their…
We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…
This work proposes and studies the distributed resource allocation problem in asynchronous and stochastic settings. We consider a distributed system with multiple workers and a coordinating server with heterogeneous computation and…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
As the size of models and datasets grows, it has become increasingly common to train models in parallel. However, existing distributed stochastic gradient descent (SGD) algorithms suffer from insufficient utilization of computational…
In this paper, we propose the Asynchronous Accelerated Nonuniform Randomized Block Coordinate Descent algorithm (A2BCD), the first asynchronous Nesterov-accelerated algorithm that achieves optimal complexity. This parallel algorithm solves…
The accelerated proximal point algorithm (APPA), also known as "Catalyst", is a well-established reduction from convex optimization to approximate proximal point computation (i.e., regularized minimization). This reduction is conceptually…
Consider the setting where each vertex of a graph has a function, and communications can only occur between vertices connected by an edge. We wish to minimize the sum of these functions. For the case when each function is the sum of a…
A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…
We investigate the convergence rate of the recently proposed subgradient-push method for distributed optimization over time-varying directed graphs. The subgradient-push method can be implemented in a distributed way without requiring…
We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…
In machine learning, asynchronous parallel stochastic gradient descent (APSGD) is broadly used to speed up the training process through multi-workers. Meanwhile, the time delay of stale gradients in asynchronous algorithms is generally…
The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…
We consider a fully distributed constrained convex optimization problem over a multi-agent (no central coordinator) network. We propose an asynchronous gossip-based random projection (GRP) algorithm that solves the distributed problem using…
In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…
Asynchronous parallel implementations for stochastic optimization have received huge successes in theory and practice recently. Asynchronous implementations with lock-free are more efficient than the one with writing or reading lock. In…