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This paper considers a distributed optimization problem in the presence of Byzantine agents capable of introducing untrustworthy information into the communication network. A resilient distributed subgradient algorithm is proposed based on…

Optimization and Control · Mathematics 2023-03-22 Jingxuan Zhu , Yixuan Lin , Alvaro Velasquez , Ji Liu

In this paper, we consider the Byzantine-robust stochastic optimization problem defined over decentralized static and time-varying networks, where the agents collaboratively minimize the summation of expectations of stochastic local cost…

Optimization and Control · Mathematics 2020-12-21 Jie Peng , Weiyu Li , Qing Ling

We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\mathbb{R}^d$. In the population limit, SVGD performs gradient…

Machine Learning · Statistics 2021-01-05 Anna Korba , Adil Salim , Michael Arbel , Giulia Luise , Arthur Gretton

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

Recently, new defense techniques have been developed to tolerate Byzantine failures for distributed machine learning. The Byzantine model captures workers that behave arbitrarily, including malicious and compromised workers. In this paper,…

Machine Learning · Computer Science 2019-03-12 Cong Xie , Sanmi Koyejo , Indranil Gupta

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

We consider the distributed learning problem with data dispersed across multiple workers under the orchestration of a central server. Asynchronous Stochastic Gradient Descent (SGD) has been widely explored in such a setting to reduce the…

Machine Learning · Computer Science 2024-05-28 Xiaolu Wang , Yuchang Sun , Hoi-To Wai , Jun Zhang

In distributed learning systems, robustness issues may arise from two sources. On one hand, due to distributional shifts between training data and test data, the trained model could exhibit poor out-of-sample performance. On the other hand,…

Machine Learning · Computer Science 2022-11-01 Guanqiang Zhou , Ping Xu , Yue Wang , Zhi Tian

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

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Machine Learning · Statistics 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develop efficient techniques to approximate, or draw samples from…

Numerical Analysis · Mathematics 2021-09-01 Liang Yan , Tao Zhou

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

We consider gradient coding in the presence of an adversary controlling so-called malicious workers trying to corrupt the computations. Previous works propose the use of MDS codes to treat the responses from malicious workers as errors and…

Information Theory · Computer Science 2024-01-08 Christoph Hofmeister , Luis Maßny , Eitan Yaakobi , Rawad Bitar

We consider the problem of Byzantine fault-tolerance in the peer-to-peer (P2P) distributed gradient-descent method -- a prominent algorithm for distributed optimization in a P2P system. In this problem, the system comprises of multiple…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-01 Nirupam Gupta , Nitin H. Vaidya

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…

Optimization and Control · Mathematics 2016-09-03 Avleen S. Bijral

Momentum is a variant of gradient descent that has been proposed for its benefits on convergence. In a distributed setting, momentum can be implemented either at the server or the worker side. When the aggregation rule used by the server is…

Machine Learning · Computer Science 2020-03-10 El-Mahdi El-Mhamdi , Rachid Guerraoui , Sébastien Rouault

This paper studies distributed online learning under Byzantine attacks. The performance of an online learning algorithm is often characterized by (adversarial) regret, which evaluates the quality of one-step-ahead decision-making when an…

Machine Learning · Computer Science 2023-12-06 Xingrong Dong , Zhaoxian Wu , Qing Ling , Zhi Tian

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren
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