Related papers: Asymptotic Network Independence and Step-Size for …
In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…
In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…
To increase the training speed of distributed learning, recent years have witnessed a significant amount of interest in developing both synchronous and asynchronous distributed stochastic variance-reduced optimization methods. However, all…
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 >…
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…
Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in runtime as it waits for the slowest workers (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness…
We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…
High level programming languages and GPU accelerators are powerful enablers for a wide range of applications. Achieving scalable vertical (within a compute node), horizontal (across compute nodes), and temporal (over different generations…
One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…
Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…
We analyze several generic proximal splitting algorithms well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new rates on the function value suboptimality or distance to the…
We design and implement a distributed multinode synchronous SGD algorithm, without altering hyper parameters, or compressing data, or altering algorithmic behavior. We perform a detailed analysis of scaling, and identify optimal design…
Network data are ubiquitous in modern machine learning, with tasks of interest including node classification, node clustering and link prediction. A frequent approach begins by learning an Euclidean embedding of the network, to which…
We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…
This paper proposes a novel signed $\beta$-model for directed signed network, which is frequently encountered in application domains but largely neglected in literature. The proposed signed $\beta$-model decomposes a directed signed network…
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,…
In distributed and federated learning algorithms, communication overhead is often reduced by performing multiple local updates between communication rounds. However, due to data heterogeneity across nodes and the local gradient noise within…
In decentralized optimization, the choice of stepsize plays a critical role in algorithm performance. A common approach is to use a shared stepsize across all agents to ensure convergence. However, selecting an optimal stepsize often…
In this work and the supporting Parts II [2] and III [3], we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We…
This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…