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This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model. To this day, Nesterov's Accelerated Gradient Descent (AGD) and variations…

Optimization and Control · Mathematics 2018-02-13 Jelena Diakonikolas , Lorenzo Orecchia

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

A rich body of prior work has highlighted the existence of communication bottlenecks in synchronous data-parallel training. To alleviate these bottlenecks, a long line of recent work proposes gradient and model compression methods. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Saurabh Agarwal , Hongyi Wang , Shivaram Venkataraman , Dimitris Papailiopoulos

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

Over-the-air computation is a communication-efficient solution for federated learning (FL). In such a system, iterative procedure is performed: Local gradient of private loss function is updated, amplified and then transmitted by every…

Machine Learning · Computer Science 2023-09-06 Rongfei Fan , Xuming An , Shiyuan Zuo , Han Hu

We study the convergence rate of first-order methods for rectangular matrix factorization, which is a canonical nonconvex optimization problem. Specifically, given a rank-$r$ matrix $\mathbf{A}\in\mathbb{R}^{m\times n}$, we prove that…

Machine Learning · Computer Science 2024-12-03 Zhenghao Xu , Yuqing Wang , Tuo Zhao , Rachel Ward , Molei Tao

Nesterov's accelerated gradient descent (AGD), an instance of the general family of "momentum methods", provably achieves faster convergence rate than gradient descent (GD) in the convex setting. However, whether these methods are superior…

Machine Learning · Computer Science 2017-11-29 Chi Jin , Praneeth Netrapalli , Michael I. Jordan

Communication overhead is a major bottleneck hampering the scalability of distributed machine learning systems. Recently, there has been a surge of interest in using gradient compression to improve the communication efficiency of…

Machine Learning · Computer Science 2019-10-29 Shuai Zheng , Ziyue Huang , James T. Kwok

We consider a distributed learning problem in a wireless network, consisting of N distributed edge devices and a parameter server (PS). The objective function is a sum of the edge devices' local loss functions, who aim to train a shared…

Machine Learning · Computer Science 2021-10-11 Raz Paul , Yuval Friedman , Kobi Cohen

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

Machine Learning · Computer Science 2025-12-24 Zhiyu Liu , Zhi Han , Yandong Tang , Jun Fan , Yao Wang

We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a…

Machine Learning · Computer Science 2023-04-17 Chhavi Sharma , Vishnu Narayanan , P. Balamurugan

We propose a new variant of AMSGrad, a popular adaptive gradient based optimization algorithm widely used for training deep neural networks. Our algorithm adds prior knowledge about the sequence of consecutive mini-batch gradients and…

Machine Learning · Statistics 2020-11-04 Jun-Kun Wang , Xiaoyun Li , Belhal Karimi , Ping Li

Training large neural networks requires distributing learning across multiple workers, where the cost of communicating gradients can be a significant bottleneck. signSGD alleviates this problem by transmitting just the sign of each…

Machine Learning · Computer Science 2018-08-09 Jeremy Bernstein , Yu-Xiang Wang , Kamyar Azizzadenesheli , Anima Anandkumar

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

We consider the decentralized optimization problem, where a network of $n$ agents aims to collaboratively minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph.…

Optimization and Control · Mathematics 2023-12-07 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan