Related papers: The Error-Feedback Framework: Better Rates for SGD…
The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…
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…
In this paper, we propose and analyze SQuARM-SGD, a communication-efficient algorithm for decentralized training of large-scale machine learning models over a network. In SQuARM-SGD, each node performs a fixed number of local SGD steps…
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…
In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…
Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…
Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…
We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…
With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…
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…
In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…
Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…
Minimax optimal convergence rates for classes of stochastic convex optimization problems are well characterized, where the majority of results utilize iterate averaged stochastic gradient descent (SGD) with polynomially decaying step sizes.…
Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…
The communication bottleneck has been a critical problem in large-scale distributed deep learning. In this work, we study distributed SGD with random block-wise sparsification as the gradient compressor, which is ring-allreduce compatible…
Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…
This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…
We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
Training large neural networks requires distributing learning across multiple workers, where the cost of communicating gradients can be a significant bottleneck. signSGD alleviates this problem by transmitting just the sign of each…