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We analyze Local SGD (aka parallel or federated SGD) and Minibatch SGD in the heterogeneous distributed setting, where each machine has access to stochastic gradient estimates for a different, machine-specific, convex objective; the goal is…

Machine Learning · Computer Science 2022-03-02 Blake Woodworth , Kumar Kshitij Patel , Nathan Srebro

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao

Regularized empirical risk minimization (R-ERM) is an important branch of machine learning, since it constrains the capacity of the hypothesis space and guarantees the generalization ability of the learning algorithm. Two classic proximal…

Machine Learning · Computer Science 2016-09-28 Qi Meng , Wei Chen , Jingcheng Yu , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-25 Zijie Yan

Distributed stochastic gradient descent (SGD) approach has been widely used in large-scale deep learning, and the gradient collective method is vital to ensure the training scalability of the distributed deep learning system. Collective…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-29 Keshi Ge , Yongquan Fu , Zhiquan Lai , Xiaoge Deng , Dongsheng Li

Despite the recent success of Graph Neural Networks (GNNs), training GNNs on large graphs remains challenging. The limited resource capacities of the existing servers, the dependency between nodes in a graph, and the privacy concern due to…

Machine Learning · Computer Science 2022-03-15 Morteza Ramezani , Weilin Cong , Mehrdad Mahdavi , Mahmut T. Kandemir , Anand Sivasubramaniam

Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate,…

Machine Learning · Statistics 2016-03-23 Vatsal Shah , Megasthenis Asteris , Anastasios Kyrillidis , Sujay Sanghavi

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Machine Learning · Computer Science 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2022-08-08 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

Large-scale machine learning training, in particular distributed stochastic gradient descent, needs to be robust to inherent system variability such as node straggling and random communication delays. This work considers a distributed…

Machine Learning · Computer Science 2019-03-08 Jianyu Wang , Gauri Joshi

Communication is a major bottleneck in distributed learning, especially in large-scale settings and in federated learning environments with slow links. Three standard ways to reduce this cost are communication compression, local training,…

Machine Learning · Computer Science 2026-05-21 Yassine Maziane , Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

Variance reduced stochastic gradient (SGD) methods converge significantly faster than the vanilla SGD counterpart. However, these methods are not very practical on large scale problems, as they either i) require frequent passes over the…

Optimization and Control · Mathematics 2018-10-17 Anant Raj , Sebastian U. Stich

The large communication cost for exchanging gradients between different nodes significantly limits the scalability of distributed training for large-scale learning models. Motivated by this observation, there has been significant recent…

Machine Learning · Computer Science 2020-12-04 Leighton Pate Barnes , Huseyin A. Inan , Berivan Isik , Ayfer Ozgur

Decentralized stochastic optimization methods have gained a lot of attention recently, mainly because of their cheap per iteration cost, data locality, and their communication-efficiency. In this paper we introduce a unified convergence…

Machine Learning · Computer Science 2021-03-03 Anastasia Koloskova , Nicolas Loizou , Sadra Boreiri , Martin Jaggi , Sebastian U. Stich

Asynchronous stochastic gradient methods are central to scalable distributed optimization, particularly when devices differ in computational capabilities. Such settings arise naturally in federated learning, where training takes place on…

Optimization and Control · Mathematics 2026-02-20 Artavazd Maranjyan , Peter Richtárik

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

We consider distributed learning scenarios where M machines interact with a parameter server along several communication rounds in order to minimize a joint objective function. Focusing on the heterogeneous case, where different machines…

Machine Learning · Computer Science 2025-01-22 Tehila Dahan , Kfir Y. Levy
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