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We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…

Optimization and Control · Mathematics 2022-01-17 Jiaqi Zhang , Keyou You , Tamer Başar

In developing efficient optimization algorithms, it is crucial to account for communication constraints -- a significant challenge in modern Federated Learning. The best-known communication complexity among non-accelerated algorithms is…

Machine Learning · Computer Science 2024-11-05 Xiaowen Jiang , Anton Rodomanov , Sebastian U. Stich

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

There is growing interest in applying distributed machine learning to edge computing, forming federated edge learning. Federated edge learning faces non-i.i.d. and heterogeneous data, and the communication between edge workers, possibly…

Machine Learning · Computer Science 2022-01-27 Canh T. Dinh , Nguyen H. Tran , Tuan Dung Nguyen , Wei Bao , Amir Rezaei Balef , Bing B. Zhou , Albert Y. Zomaya

In this paper, we present two new communication-efficient methods for distributed minimization of an average of functions. The first algorithm is an inexact variant of the DANE algorithm that allows any local algorithm to return an…

Optimization and Control · Mathematics 2016-08-25 Sashank J. Reddi , Jakub Konečný , Peter Richtárik , Barnabás Póczós , Alex Smola

Newton's method leverages curvature information to boost performance, and thus outperforms first-order methods for distributed learning problems. However, Newton's method is not practical in large-scale and heterogeneous learning…

Machine Learning · Computer Science 2024-12-18 Shuzhen Chen , Yuan Yuan , Youming Tao , Tianzhu Wang , Zhipeng Cai , Dongxiao Yu

There is growing interest in large-scale machine learning and optimization over decentralized networks, e.g. in the context of multi-agent learning and federated learning. Due to the imminent need to alleviate the communication burden, the…

Machine Learning · Statistics 2020-09-02 Boyue Li , Shicong Cen , Yuxin Chen , Yuejie Chi

We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…

Optimization and Control · Mathematics 2014-12-12 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

Federated learning aims to jointly learn statistical models over massively distributed remote devices. In this work, we propose FedDANE, an optimization method that we adapt from DANE, a method for classical distributed optimization, to…

Machine Learning · Computer Science 2020-01-08 Tian Li , Anit Kumar Sahu , Manzil Zaheer , Maziar Sanjabi , Ameet Talwalkar , Virginia Smith

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

Optimization and Control · Mathematics 2015-04-24 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Optimization and Control · Mathematics 2019-01-09 Fatemeh Mansoori , Ermin Wei

Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…

Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…

Optimization and Control · Mathematics 2019-08-27 Boris Polyak , Andrey Tremba

Federated learning is a distributed optimization paradigm that allows training machine learning models across decentralized devices while keeping the data localized. The standard method, FedAvg, suffers from client drift which can hamper…

Machine Learning · Computer Science 2024-04-15 Xiaowen Jiang , Anton Rodomanov , Sebastian U. Stich

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

Optimization and Control · Mathematics 2019-06-11 Saeed Soori , Konstantin Mischenko , Aryan Mokhtari , Maryam Mehri Dehnavi , Mert Gurbuzbalaban

Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…

Optimization and Control · Mathematics 2011-04-07 M. Zargham , A. Ribeiro , A. Jadbabaie , A. Ozdaglar

In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. We first apply dynamic average consensus (DAC) so…

Optimization and Control · Mathematics 2022-10-04 Huikang Liu , Jiaojiao Zhang , Anthony Man-Cho So , Qing Ling

Newton's method is a fundamental technique in optimization with quadratic convergence within a neighborhood around the optimum. However reaching this neighborhood is often slow and dominates the computational costs. We exploit two…

Machine Learning · Computer Science 2016-05-24 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…

Machine Learning · Computer Science 2022-02-09 Lam M. Nguyen , Trang H. Tran , Marten van Dijk
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