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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

Machine Learning · Computer Science 2016-12-21 Zhouyuan Huo , Heng Huang

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

This paper addresses federated learning (FL) in the context of malicious Byzantine attacks and data heterogeneity. We introduce a novel Robust Average Gradient Algorithm (RAGA), which uses the geometric median for aggregation and {allows…

Machine Learning · Computer Science 2025-09-30 Shiyuan Zuo , Xingrun Yan , Rongfei Fan , Han Hu , Hangguan Shan , Tony Q. S. Quek , Puning Zhao

Distributed learning has emerged as a leading paradigm for training large machine learning models. However, in real-world scenarios, participants may be unreliable or malicious, posing a significant challenge to the integrity and accuracy…

Machine Learning · Computer Science 2024-06-10 Grigory Malinovsky , Peter Richtárik , Samuel Horváth , Eduard Gorbunov

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

Stochastic gradient algorithms estimate the gradient based on only one or a few samples and enjoy low computational cost per iteration. They have been widely used in large-scale optimization problems. However, stochastic gradient algorithms…

Numerical Analysis · Computer Science 2015-07-13 Pinghua Gong , Jieping Ye

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

In this paper, we propose a zeroth-order resilient distributed online algorithm for networks under Byzantine edge attacks. We assume that both the edges attacked by Byzantine adversaries and the objective function are time-varying.…

Optimization and Control · Mathematics 2025-11-10 Yuhang Liu , Wenjun Mei

The recent advances in sensor technologies and smart devices enable the collaborative collection of a sheer volume of data from multiple information sources. As a promising tool to efficiently extract useful information from such big data,…

Machine Learning · Computer Science 2019-03-08 Richeng Jin , Xiaofan He , Huaiyu Dai

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram

We propose a novel robust aggregation rule for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-25 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta

Machine Learning (ML) solutions are nowadays distributed, according to the so-called server/worker architecture. One server holds the model parameters while several workers train the model. Clearly, such architecture is prone to various…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-03 El-Mahdi El-Mhamdi , Rachid Guerraoui , Arsany Guirguis , Lê Nguyên Hoang , Sébastien Rouault

We consider the optimization problem of minimizing the sum-of-nonconvex function, i.e., a convex function that is the average of nonconvex components. The existing stochastic algorithms for such a problem only focus on a single machine and…

Optimization and Control · Mathematics 2024-02-06 Zhuanghua Liu , Bryan Kian Hsiang Low

Byzantine-robust distributed learning (BRDL), in which computing devices are likely to behave abnormally due to accidental failures or malicious attacks, has recently become a hot research topic. However, even in the independent and…

Machine Learning · Computer Science 2023-05-24 Yi-Rui Yang , Chang-Wei Shi , Wu-Jun Li

We study a distributed computation problem in the presence of Byzantine workers where a central node wishes to solve a task that is divided into independent sub-tasks, each of which needs to be solved correctly. The distributed computation…

Information Theory · Computer Science 2025-07-23 Aayush Rajesh , Nikhil Karamchandani , Vinod M. Prabhakaran

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…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat