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The existing analysis of asynchronous stochastic gradient descent (SGD) degrades dramatically when any delay is large, giving the impression that performance depends primarily on the delay. On the contrary, we prove much better guarantees…

Optimization and Control · Mathematics 2023-04-21 Konstantin Mishchenko , Francis Bach , Mathieu Even , Blake Woodworth

In this work, we study decentralized stochastic nonconvex Polyak--{\L}ojasiewicz minimax problems and propose a communication-efficient algorithm. Motivated by the efficiency of local SGD in federated learning, we investigate decentralized…

Optimization and Control · Mathematics 2026-05-26 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

Recently, local SGD has got much attention and been extensively studied in the distributed learning community to overcome the communication bottleneck problem. However, the superiority of local SGD to minibatch SGD only holds in quite…

Machine Learning · Computer Science 2021-06-15 Tomoya Murata , Taiji Suzuki

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization,…

Optimization and Control · Mathematics 2018-01-29 Jinshan Zeng , Wotao Yin

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

We consider nonconvex stochastic optimization problems in the asynchronous centralized distributed setup where the communication times from workers to a server can not be ignored, and the computation and communication times are potentially…

Optimization and Control · Mathematics 2024-11-05 Alexander Tyurin , Marta Pozzi , Ivan Ilin , Peter Richtárik

As deep learning models are usually massive and complex, distributed learning is essential for increasing training efficiency. Moreover, in many real-world application scenarios like healthcare, distributed learning can also keep the data…

Machine Learning · Computer Science 2020-08-24 Jie Xu , Wei Zhang , Fei Wang

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Machine Learning · Computer Science 2026-02-03 Aikaterini Karoni , Rajit Rajpal , Benedict Leimkuhler , Gabriel Stoltz

We consider the decentralized stochastic optimization problems, where a network of $n$ nodes, each owning a local cost function, cooperate to find a minimizer of the globally-averaged cost. A widely studied decentralized algorithm for this…

Optimization and Control · Mathematics 2022-03-04 Kun Yuan , Sulaiman A. Alghunaim , Xinmeng Huang

Sign-based algorithms (e.g. signSGD) have been proposed as a biased gradient compression technique to alleviate the communication bottleneck in training large neural networks across multiple workers. We show simple convex counter-examples…

Machine Learning · Computer Science 2019-05-30 Sai Praneeth Karimireddy , Quentin Rebjock , Sebastian U. Stich , Martin Jaggi

We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…

Machine Learning · Computer Science 2016-05-10 Sixin Zhang

In modern large-scale networked systems, rapidly solving optimization problems while utilizing communication resources efficiently is critical for addressing complex tasks. In this paper, we consider an unconstrained distributed…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Ruochen Wu , Xu Du , Karl H. Johansson , Apostolos I. Rikos

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao

Communication is a major bottleneck in distributed learning, especially in large-scale settings and in federated learning environments with slow links. Three standard ways to reduce this cost are communication compression, local training,…

Machine Learning · Computer Science 2026-05-21 Yassine Maziane , Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

Methodology · Statistics 2016-06-08 Panos Toulis , Dustin Tran , Edoardo M. Airoldi
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