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We consider the problem of decentralized optimization over time-varying directed networks. The network nodes can access only their local objectives, and aim to collaboratively minimize a global function by exchanging messages with their…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

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

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

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

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

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

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

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

We consider the problem of decentralized optimization where a collection of agents, each having access to a local cost function, communicate over a time-varying directed network and aim to minimize the sum of those functions. In practice,…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

Distributed optimization enables networked agents to cooperatively solve a global optimization problem even with each participating agent only having access to a local partial view of the objective function. Despite making significant…

Optimization and Control · Mathematics 2022-10-04 Yongqiang Wang , Tamer Başar

We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

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

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Pourya Behmandpoor , Marc Moonen , Panagiotis Patrinos

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

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

The DANE algorithm is an approximate Newton method popularly used for communication-efficient distributed machine learning. Reasons for the interest in DANE include scalability and versatility. Convergence of DANE, however, can be tricky;…

Machine Learning · Statistics 2019-08-07 Xiao-Tong Yuan , Ping Li

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
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