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We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a…

Machine Learning · Computer Science 2023-04-17 Chhavi Sharma , Vishnu Narayanan , P. Balamurugan

In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…

Numerical Analysis · Mathematics 2017-11-30 Huan Li , Cong Fang , Zhouchen Lin

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator…

Machine Learning · Computer Science 2019-12-02 Taoxing Pan , Jun Liu , Jie Wang

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

Optimization and Control · Mathematics 2020-12-15 Ketan Rajawat , Chirag Kumar

Consensus-based decentralized stochastic gradient descent (D-SGD) is a widely adopted algorithm for decentralized training of machine learning models across networked agents. A crucial part of D-SGD is the consensus-based model averaging,…

Information Theory · Computer Science 2025-02-12 Daniel Pérez Herrera , Zheng Chen , Erik G. Larsson

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

Decentralized learning enables edge users to collaboratively train models by exchanging information via device-to-device communication, yet prior works have been limited to wireless networks with fixed topologies and reliable workers. In…

Information Theory · Computer Science 2022-02-03 Eunjeong Jeong , Matteo Zecchin , Marios Kountouris

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

Decentralized optimization is emerging as a viable alternative for scalable distributed machine learning, but also introduces new challenges in terms of synchronization costs. To this end, several communication-reduction techniques, such as…

Machine Learning · Computer Science 2022-03-28 Giorgi Nadiradze , Amirmojtaba Sabour , Peter Davies , Shigang Li , Dan Alistarh

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…

Machine Learning · Computer Science 2017-10-31 Jianqiao Wangni , Jialei Wang , Ji Liu , Tong Zhang

We seek tight bounds on the viable parallelism in asynchronous implementations of coordinate descent that achieves linear speedup. We focus on asynchronous coordinate descent (ACD) algorithms on convex functions which consist of the sum of…

Optimization and Control · Mathematics 2020-08-04 Yun Kuen Cheung , Richard Cole , Yixin Tao

We study decentralized asynchronous multiagent optimization over networks, modeled as static (possibly directed) graphs. The optimization problem consists of minimizing a (possibly nonconvex) smooth function--the sum of the agents' local…

Optimization and Control · Mathematics 2020-02-03 Ye Tian , Ying Sun , Gesualdo Scutari

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…

Machine Learning · Computer Science 2020-11-18 Aditya Devarakonda , James Demmel

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

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