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In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

In distributed training of deep neural networks, parallel mini-batch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all…

Optimization and Control · Mathematics 2018-11-19 Hao Yu , Sen Yang , Shenghuo Zhu

In recent centralized nonconvex distributed learning and federated learning, local methods are one of the promising approaches to reduce communication time. However, existing work has mainly focused on studying first-order optimality…

Machine Learning · Computer Science 2022-10-13 Tomoya Murata , Taiji Suzuki

Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…

Machine Learning · Computer Science 2020-03-13 Xiaoxi Zhang , Jianyu Wang , Gauri Joshi , Carlee Joe-Wong

We consider centralized distributed optimization in the classical federated learning setup, where $n$ workers jointly find an $\varepsilon$-stationary point of an $L$-smooth, $d$-dimensional nonconvex function $f$, having access only to…

Optimization and Control · Mathematics 2026-03-31 Alexander Tyurin

When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…

Machine Learning · Statistics 2017-10-02 Qi Meng , Wei Chen , Yue Wang , Zhi-Ming Ma , Tie-Yan Liu

A stochastic gradient method for synchronous distributed optimization is studied. For reducing communication cost, we particularly focus on utilization of compression of communicated gradients. Several work has shown that {\it{sparsified}}…

Optimization and Control · Mathematics 2020-06-22 Tomoya Murata , Taiji Suzuki

We propose Multi-Level Local SGD, a distributed gradient method for learning a smooth, non-convex objective in a heterogeneous multi-level network. Our network model consists of a set of disjoint sub-networks, with a single hub and multiple…

Machine Learning · Computer Science 2022-02-21 Timothy Castiglia , Anirban Das , Stacy Patterson

Distributed learning, particularly variants of distributed stochastic gradient descent (DSGD), are widely employed to speed up training by leveraging computational resources of several workers. However, in practise, communication delay…

Machine Learning · Computer Science 2020-11-13 Kerem Ozfatura , Emre Ozfatura , Deniz Gunduz

In this paper, we propose a simple variant of the original stochastic variance reduction gradient (SVRG), where hereafter we refer to as the variance reduced stochastic gradient descent (VR-SGD). Different from the choices of the snapshot…

Machine Learning · Computer Science 2017-04-18 Fanhua Shang

This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…

Machine Learning · Statistics 2024-02-20 Matteo Sordello , Niccolò Dalmasso , Hangfeng He , Weijie Su

With multiple iterations of updates, local statistical gradient descent (L-SGD) has been proven to be very effective in distributed machine learning schemes such as federated learning. In fact, many innovative works have shown that L-SGD…

Machine Learning · Computer Science 2023-05-29 Linxuan Pan , Shenghui Song

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

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

In this paper, we study communication-efficient distributed stochastic gradient descent (SGD) with data sets of users distributed over a certain area and communicating through wireless channels. Since the time for one iteration in the…

Information Theory · Computer Science 2021-05-21 Jinho Choi

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…

Optimization and Control · Mathematics 2018-10-17 Anant Raj , Sebastian U. Stich

Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with…

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Machine Learning · Computer Science 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi

Local SGD is a communication-efficient variant of SGD for large-scale training, where multiple GPUs perform SGD independently and average the model parameters periodically. It has been recently observed that Local SGD can not only achieve…

Machine Learning · Computer Science 2023-03-10 Xinran Gu , Kaifeng Lyu , Longbo Huang , Sanjeev Arora

We consider distributed learning using constant stepsize SGD (DSGD) over several devices, each sending a final model update to a central server. In a final step, the local estimates are aggregated. We prove in the setting of…

Machine Learning · Statistics 2022-10-24 Mike Nguyen , Charly Kirst , Nicole Mücke