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Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…

Machine Learning · Computer Science 2023-05-02 Tangjun Wang , Zehao Dou , Chenglong Bao , Zuoqiang Shi

This paper presents an adaptive combination strategy for distributed learning over diffusion networks. Since learning relies on the collaborative processing of the stochastic information at the dispersed agents, the overall performance can…

Multiagent Systems · Computer Science 2020-10-27 Y. Efe Erginbas , Stefan Vlaski , Ali H. Sayed

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

Gradient-based learning in multi-layer neural networks displays a number of striking features. In particular, the decrease rate of empirical risk is non-monotone even after averaging over large batches. Long plateaus in which one observes…

Machine Learning · Computer Science 2025-03-25 Raphaël Berthier , Andrea Montanari , Kangjie Zhou

The first part of this paper studies the evolution of gradient flow for homogeneous neural networks near a class of saddle points exhibiting a sparsity structure. The choice of these saddle points is motivated from previous works on…

Machine Learning · Computer Science 2025-09-16 Akshay Kumar , Jarvis Haupt

In this paper, we give a sharp analysis for Stochastic Gradient Descent (SGD) and prove that SGD is able to efficiently escape from saddle points and find an $(\epsilon, O(\epsilon^{0.5}))$-approximate second-order stationary point in…

Optimization and Control · Mathematics 2019-06-05 Cong Fang , Zhouchen Lin , Tong Zhang

Escaping saddle points is a central research topic in nonconvex optimization. In this paper, we propose a simple gradient-based algorithm such that for a smooth function $f\colon\mathbb{R}^n\to\mathbb{R}$, it outputs an…

Optimization and Control · Mathematics 2021-11-30 Chenyi Zhang , Tongyang Li

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…

Machine Learning · Statistics 2018-08-30 Chris Junchi Li , Zhaoran Wang , Han Liu

We study the problem of diffusion-based network learning of a nonlinear phenomenon, $m$, from local agents' measurements collected in a noisy environment. For a decentralized network and information spreading merely between directly…

Machine Learning · Statistics 2023-05-08 Paweł Wachel , Krzysztof Kowalczyk , Cristian R. Rojas

In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…

Optimization and Control · Mathematics 2024-08-21 Getachew K. Befekadu

Under appropriate cooperation protocols and parameter choices, fully decentralized solutions for stochastic optimization have been shown to match the performance of centralized solutions and result in linear speedup (in the number of…

Multiagent Systems · Computer Science 2019-10-31 Stefan Vlaski , Ali H. Sayed

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

We develop a Distributed Event-Triggered Stochastic GRAdient Descent (DETSGRAD) algorithm for solving non-convex optimization problems typically encountered in distributed deep learning. We propose a novel communication triggering mechanism…

Optimization and Control · Mathematics 2019-09-12 Jemin George , Prudhvi Gurram

Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In…

Machine Learning · Computer Science 2023-05-11 Minhui Huang , Xuxing Chen , Kaiyi Ji , Shiqian Ma , Lifeng Lai

Offline Reinforcement Learning (RL) methods leverage previous experiences to learn better policies than the behavior policy used for data collection. However, they face challenges handling distribution shifts due to the lack of online…

Machine Learning · Computer Science 2025-06-09 Suzan Ece Ada , Erhan Oztop , Emre Ugur

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Machine Learning · Statistics 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu

We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

Optimization and Control · Mathematics 2017-04-12 Angelia Nedić , Alex Olshevsky , César A. Uribe

Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms which solve convex optimization problems. When implemented online for streaming data or as dynamic…

Optimization and Control · Mathematics 2021-04-22 John W. Simpson-Porco , Bala Kameshwar Poolla , Nima Monshizadeh , Florian Dorfler

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…

Optimization and Control · Mathematics 2025-07-01 Guido Carnevale , Nicola Bastianello