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In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…

Optimization and Control · Mathematics 2019-10-01 Charikleia Iakovidou , Ermin Wei

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…

We introduce a novel optimization problem formulation that departs from the conventional way of minimizing machine learning model loss as a black-box function. Unlike traditional formulations, the proposed approach explicitly incorporates…

Machine Learning · Computer Science 2026-01-07 Yury Demidovich , Grigory Malinovsky , Egor Shulgin , Peter Richtárik

The growth of large language models (LLMs) increases challenges of accelerating distributed training across multiple GPUs in different data centers. Moreover, concerns about data privacy and data exhaustion have heightened interest in…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Zhenheng Tang , Zichen Tang , Junlin Huang , Xinglin Pan , Rudan Yan , Yuxin Wang , Amelie Chi Zhou , Shaohuai Shi , Xiaowen Chu , Bo Li

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of…

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

We analyze asynchronous-type algorithms for distributed SGD in the heterogeneous setting, where each worker has its own computation and communication speeds, as well as data distribution. In these algorithms, workers compute possibly stale…

Machine Learning · Computer Science 2023-11-01 Rustem Islamov , Mher Safaryan , Dan Alistarh

Existing approaches to federated learning suffer from a communication bottleneck as well as convergence issues due to sparse client participation. In this paper we introduce a novel algorithm, called FetchSGD, to overcome these challenges.…

Deploying large language models (LLMs) on end-user devices is gaining importance due to benefits in responsiveness, privacy, and operational cost. Yet the limited memory and compute capability of mobile and desktop GPUs make efficient…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-07 Rongxiang Wang , Kangyuan Shu , Felix Xiaozhu Lin

To address the communication bottleneck challenge in distributed learning, our work introduces a novel two-stage quantization strategy designed to enhance the communication efficiency of distributed Stochastic Gradient Descent (SGD). The…

Machine Learning · Computer Science 2024-02-05 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Congduan Li , Linqi Song

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…

Optimization and Control · Mathematics 2024-06-04 Siqi Zhang , Sayantan Choudhury , Sebastian U Stich , Nicolas Loizou

Federated Learning is a powerful machine learning paradigm to cooperatively train a global model with highly distributed data. A major bottleneck on the performance of distributed Stochastic Gradient Descent (SGD) algorithm for large-scale…

Machine Learning · Computer Science 2020-01-24 Haozhao Wang , Zhihao Qu , Song Guo , Xin Gao , Ruixuan Li , Baoliu Ye

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

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

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which have been relatively unexplored compared to convex settings.…

Machine Learning · Statistics 2023-06-06 Yanjie Zhong , Todd Kuffner , Soumendra Lahiri