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We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of $N >…

Optimization and Control · Mathematics 2018-08-08 Shi Pu , Alfredo Garcia

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

We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…

Optimization and Control · Mathematics 2021-05-27 Wenjie Li , Mohamad Assaad

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

Optimization and Control · Mathematics 2023-06-27 Ziyi Chen , Yi Zhou , Yingbin Liang , Zhaosong Lu

We study finite-sum distributed optimization problems involving a master node and $n-1$ local nodes under the popular $\delta$-similarity and $\mu$-strong convexity conditions. We propose two new algorithms, SVRS and AccSVRS, motivated by…

Machine Learning · Computer Science 2023-10-31 Dachao Lin , Yuze Han , Haishan Ye , Zhihua Zhang

Decentralized nonconvex optimization has received increasing attention in recent years in machine learning due to its advantages in system robustness, data privacy, and implementation simplicity. However, three fundamental challenges in…

Machine Learning · Computer Science 2021-05-20 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

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…

Optimization and Control · Mathematics 2018-03-22 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

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

We analyze two communication-efficient algorithms for distributed statistical optimization on large-scale data sets. The first algorithm is a standard averaging method that distributes the $N$ data samples evenly to $\nummac$ machines,…

Machine Learning · Statistics 2013-10-14 Yuchen Zhang , John C. Duchi , Martin Wainwright

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…

Optimization and Control · Mathematics 2021-09-03 Blake Woodworth

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…

Machine Learning · Computer Science 2017-10-31 Jianqiao Wangni , Jialei Wang , Ji Liu , Tong Zhang

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective…

Optimization and Control · Mathematics 2018-06-04 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

In this work we consider the HYBRID model of distributed computing, introduced recently by Augustine, Hinnenthal, Kuhn, Scheideler, and Schneider (SODA 2020), where nodes have access to two different communication modes: high-bandwidth…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-20 Yi-Jun Chang , Oren Hecht , Dean Leitersdorf , Philipp Schneider

We introduce a new tool for stochastic convex optimization (SCO): a Reweighted Stochastic Query (ReSQue) estimator for the gradient of a function convolved with a (Gaussian) probability density. Combining ReSQue with recent advances in ball…

Optimization and Control · Mathematics 2023-10-30 Yair Carmon , Arun Jambulapati , Yujia Jin , Yin Tat Lee , Daogao Liu , Aaron Sidford , Kevin Tian

We resolve the min-max complexity of distributed stochastic convex optimization (up to a log factor) in the intermittent communication setting, where $M$ machines work in parallel over the course of $R$ rounds of communication to optimize…

Machine Learning · Computer Science 2021-08-06 Blake Woodworth , Brian Bullins , Ohad Shamir , Nathan Srebro

With the increase in the amount of data and the expansion of model scale, distributed parallel training becomes an important and successful technique to address the optimization challenges. Nevertheless, although distributed stochastic…

Machine Learning · Computer Science 2019-09-23 Shuheng Shen , Linli Xu , Jingchang Liu , Xianfeng Liang , Yifei Cheng

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…

Optimization and Control · Mathematics 2017-04-10 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié
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