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In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

Decentralized stochastic optimization methods have gained a lot of attention recently, mainly because of their cheap per iteration cost, data locality, and their communication-efficiency. In this paper we introduce a unified convergence…

Machine Learning · Computer Science 2021-03-03 Anastasia Koloskova , Nicolas Loizou , Sadra Boreiri , Martin Jaggi , Sebastian U. Stich

We investigate the optimization aspects of personalized Federated Learning (FL). We propose general optimizers that can be applied to numerous existing personalized FL objectives, specifically a tailored variant of Local SGD and variants of…

Machine Learning · Computer Science 2023-05-30 Filip Hanzely , Boxin Zhao , Mladen Kolar

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

LocalSGD and SCAFFOLD are widely used methods in distributed stochastic optimization, with numerous applications in machine learning, large-scale data processing, and federated learning. However, rigorously establishing their theoretical…

Optimization and Control · Mathematics 2025-02-25 Ruichen Luo , Sebastian U Stich , Samuel Horváth , Martin Takáč

Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…

Machine Learning · Computer Science 2020-06-17 Grigory Malinovsky , Dmitry Kovalev , Elnur Gasanov , Laurent Condat , Peter Richtárik

Communication-efficient SGD algorithms, which allow nodes to perform local updates and periodically synchronize local models, are highly effective in improving the speed and scalability of distributed SGD. However, a rigorous convergence…

Machine Learning · Computer Science 2019-01-28 Jianyu Wang , Gauri Joshi

We revisit the classical Local SGD and Federated Averaging (FedAvg) methods for distributed optimization and federated learning. While prior work has primarily focused on iteration complexity, we analyze these methods through the lens of…

Optimization and Control · Mathematics 2025-09-30 Adrien Fradin , Peter Richtárik , Alexander Tyurin

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias

We propose Multi-Level Local SGD, a distributed gradient method for learning a smooth, non-convex objective in a heterogeneous multi-level network. Our network model consists of a set of disjoint sub-networks, with a single hub and multiple…

Machine Learning · Computer Science 2022-02-21 Timothy Castiglia , Anirban Das , Stacy Patterson

In distributed training of machine learning models, gradient descent with local iterative steps, commonly known as Local (Stochastic) Gradient Descent (Local-(S)GD) or Federated averaging (FedAvg), is a very popular method to mitigate…

Machine Learning · Computer Science 2026-03-24 Heng Zhu , Harsh Vardhan , Arya Mazumdar

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…

Optimization and Control · Mathematics 2022-07-11 Yan Huang , Ying Sun , Zehan Zhu , Changzhi Yan , Jinming Xu

Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions…

Machine Learning · Computer Science 2024-02-05 Yichuan Deng , Zhao Song , Chiwun Yang

We propose a new optimization formulation for training federated learning models. The standard formulation has the form of an empirical risk minimization problem constructed to find a single global model trained from the private data stored…

Machine Learning · Computer Science 2021-02-15 Filip Hanzely , Peter Richtárik

We propose a novel framework to study asynchronous federated learning optimization with delays in gradient updates. Our theoretical framework extends the standard FedAvg aggregation scheme by introducing stochastic aggregation weights to…

Machine Learning · Computer Science 2022-06-22 Yann Fraboni , Richard Vidal , Laetitia Kameni , Marco Lorenzi

Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…

Federated Averaging (FedAvg), also known as Local SGD, is one of the most popular algorithms in Federated Learning (FL). Despite its simplicity and popularity, the convergence rate of FedAvg has thus far been undetermined. Even under the…

Machine Learning · Computer Science 2022-02-15 Margalit Glasgow , Honglin Yuan , Tengyu Ma

Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with…

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