Related papers: Push-SAGA: A decentralized stochastic algorithm wi…
Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…
Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…
In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…
We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…
We develop a general framework unifying several gradient-based stochastic optimization methods for empirical risk minimization problems both in centralized and distributed scenarios. The framework hinges on the introduction of an augmented…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…
Existing decentralized algorithms usually require knowledge of problem parameters for updating local iterates. For example, the hyperparameters (such as learning rate) usually require the knowledge of Lipschitz constant of the global…
We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…
Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…
Despite the strong theoretical guarantees that variance-reduced finite-sum optimization algorithms enjoy, their applicability remains limited to cases where the memory overhead they introduce (SAG/SAGA), or the periodic full gradient…
In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic…
We consider decentralized stochastic optimization with the objective function (e.g. data samples for machine learning task) being distributed over $n$ machines that can only communicate to their neighbors on a fixed communication graph. To…
A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic…
We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…
Distributed descent-based methods are an essential toolset to solving optimization problems in multi-agent system scenarios. Here the agents seek to optimize a global objective function through mutual cooperation. Oftentimes, cooperation is…
We study distributed stochastic nonconvex optimization in multi-agent networks. We introduce a novel algorithmic framework for the distributed minimization of the sum of the expected value of a smooth (possibly nonconvex) function (the…
In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…
This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…
In Part I of this work [1], we developed an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz (PL) minimax optimization over decentralized multi-agent networks. To further…