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Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

Optimization and Control · Mathematics 2020-11-06 Haoran Sun , Songtao Lu , Mingyi Hong

We study asynchronous finite sum minimization in a distributed-data setting with a central parameter server. While asynchrony is well understood in parallel settings where the data is accessible by all machines -- e.g., modifications of…

Machine Learning · Computer Science 2021-03-11 Margalit Glasgow , Mary Wootters

In this paper, a class of Decentralized Approximate Newton (DEAN) methods for addressing convex optimization on a networked system are developed, where nodes in the networked system seek for a consensus that minimizes the sum of their…

Optimization and Control · Mathematics 2020-12-01 Hejie Wei , Zhihai Qu , Xuyang Wu , Hao Wang , Jie Lu

This paper develops algorithms for decentralized machine learning over a network, where data are distributed, computation is localized, and communication is restricted between neighbors. A line of recent research in this area focuses on…

Optimization and Control · Mathematics 2020-08-06 Yanli Liu , Yuejiao Sun , Wotao Yin

We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…

Optimization and Control · Mathematics 2023-09-07 Suhail M. Shah , Albert S. Berahas , Raghu Bollapragada

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

Decentralized learning has emerged as a powerful approach for handling large datasets across multiple machines in a communication-efficient manner. However, such methods often face scalability limitations, as increasing the number of…

Machine Learning · Computer Science 2025-06-03 Ofri Eisen , Ron Dorfman , Kfir Y. Levy

We study the decentralized optimization problem $\min_{{\bf x}\in{\mathbb R}^d} f({\bf x})\triangleq \frac{1}{m}\sum_{i=1}^m f_i({\bf x})$, where the local function on the $i$-th agent has the form of $f_i({\bf x})\triangleq…

Optimization and Control · Mathematics 2025-01-14 Luo Luo , Yunyan Bai , Lesi Chen , Yuxing Liu , Haishan Ye

This paper studies distributed stochastic approximation algorithms based on broadcast gossip on communication networks represented by digraphs. Weak convergence of these algorithms is proved, and an associated ordinary differential equation…

Applications · Statistics 2016-09-05 Miloš S. Stanković , Nemanja Ilić , Srdjan S. Stanković

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

This paper studies delayed stochastic algorithms for weakly convex optimization in a distributed network with workers connected to a master node. Recently, Xu et al. 2022 showed that an inertial stochastic subgradient method converges at a…

Optimization and Control · Mathematics 2023-11-02 Wenzhi Gao , Qi Deng

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…

Optimization and Control · Mathematics 2023-11-02 Mathieu Even , Anastasia Koloskova , Laurent Massoulié

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

In distributed networks, it is often useful for the nodes to be aware of dense subgraphs, e.g., such a dense subgraph could reveal dense subtructures in otherwise sparse graphs (e.g. the World Wide Web or social networks); these might…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-08-08 Atish Das Sarma , Ashwin Lall , Danupon Nanongkai , Amitabh Trehan

Communication overhead is one of the key challenges that hinders the scalability of distributed optimization algorithms. In this paper, we study local distributed SGD, where data is partitioned among computation nodes, and the computation…

Machine Learning · Computer Science 2020-05-15 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Viveck R. Cadambe

Existing decentralized algorithms usually require knowledge of problem parameters for updating local iterates. For example, the hyperparameters (such as learning rate) usually require the knowledge of Lipschitz constant of the global…

Optimization and Control · Mathematics 2024-02-15 Jiaxiang Li , Xuxing Chen , Shiqian Ma , Mingyi Hong

This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-28 Jinshan Zeng , Tao He , Mingwen Wang

Distributed supply-chain optimization demands algorithms that can cope with unreliable communication, unbounded messaging delays, and geographically dispersed agents while still guaranteeing convergence with provable rates. In this work, we…

Optimization and Control · Mathematics 2025-06-11 Laksh Patel , Neel Shanbhag