Related papers: Byzantine Resilient Non-Convex SVRG with Distribut…
Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…
In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…
This paper considers the problem of Byzantine dispersion and extends previous work along several parameters. The problem of Byzantine dispersion asks: given $n$ robots, up to $f$ of which are Byzantine, initially placed arbitrarily on an…
Recently, there is a growing interest in the study of median-based algorithms for distributed non-convex optimization. Two prominent such algorithms include signSGD with majority vote, an effective approach for communication reduction via…
We consider the problem of stochastic convex optimization under convex constraints. We analyze the behavior of a natural variance reduced proximal gradient (VRPG) algorithm for this problem. Our main result is a non-asymptotic guarantee for…
We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
The low-rank stochastic semidefinite optimization has attracted rising attention due to its wide range of applications. The nonconvex reformulation based on the low-rank factorization, significantly improves the computational efficiency but…
We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike…
Byzantine machine learning (ML) aims to ensure the resilience of distributed learning algorithms to misbehaving (or Byzantine) machines. Although this problem received significant attention, prior works often assume the data held by the…
Recent studies have illustrated that stochastic gradient Markov Chain Monte Carlo techniques have a strong potential in non-convex optimization, where local and global convergence guarantees can be shown under certain conditions. By…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
Decentralized federated learning (DFL) enables collaborative model training without centralized trust, but it remains vulnerable to Byzantine clients that poison gradients under heterogeneous (Non-IID) data. Existing defenses face a…
In Federated Reinforcement Learning (FRL), agents aim to collaboratively learn a common task, while each agent is acting in its local environment without exchanging raw trajectories. Existing approaches for FRL either (a) do not provide any…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
Variance reduced stochastic gradient (SGD) methods converge significantly faster than the vanilla SGD counterpart. However, these methods are not very practical on large scale problems, as they either i) require frequent passes over the…
We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optimization problem. Assuming the smoothness of each component,…
In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…
In this paper, we propose a new SVRG-style acceleated stochastic algorithm for solving a family of non-convex optimization problems whose objective consists of a sum of $n$ smooth functions and a non-smooth convex function. Our major goal…
We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…