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In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Optimization and Control · Mathematics 2018-02-28 Cong Fang , Yameng Huang , Zhouchen Lin

Despite the notable success of deep neural networks (DNNs) in solving complex tasks, the training process still remains considerable challenges. A primary obstacle is the substantial time required for training, particularly as high…

Machine Learning · Computer Science 2025-09-09 Viet Hoang Pham , Hyo-Sung Ahn

We show that asymptotically, completely asynchronous stochastic gradient procedures achieve optimal (even to constant factors) convergence rates for the solution of convex optimization problems under nearly the same conditions required for…

Optimization and Control · Mathematics 2015-08-05 John C. Duchi , Sorathan Chaturapruek , Christopher Ré

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

Distributed optimization is the standard way of speeding up machine learning training, and most of the research in the area focuses on distributed first-order, gradient-based methods. Yet, there are settings where some…

Machine Learning · Computer Science 2025-11-03 Matin Ansaripour , Shayan Talaei , Giorgi Nadiradze , Dan Alistarh

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…

Machine Learning · Statistics 2016-11-28 Ioannis Mitliagkas , Ce Zhang , Stefan Hadjis , Christopher Ré

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

Machine Learning · Computer Science 2025-08-07 Chengcheng Yan , Jiawei Xu , Zheng Peng , Qingsong Wang

In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

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…

Machine Learning · Computer Science 2020-06-09 Lifu Wang , Bo Shen , Ning Zhao

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

Machine Learning · Computer Science 2016-12-21 Zhouyuan Huo , Heng Huang

Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a…

Optimization and Control · Mathematics 2018-09-26 Xiangru Lian , Wei Zhang , Ce Zhang , Ji Liu

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

The performance of fully synchronized distributed systems has faced a bottleneck due to the big data trend, under which asynchronous distributed systems are becoming a major popularity due to their powerful scalability. In this paper, we…

Machine Learning · Statistics 2019-10-01 Jayanth Regatti , Gaurav Tendolkar , Yi Zhou , Abhishek Gupta , Yingbin Liang