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In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

Optimization and Control · Mathematics 2020-06-24 Alexander Rogozin , Alexander Gasnikov

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…

Optimization and Control · Mathematics 2024-05-06 Kunpeng Zhang , Xinlei Yi , Yuzhe Li , Ming Cao , Tianyou Chai , Tao Yang

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…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

We present a new method that includes three key components of distributed optimization and federated learning: variance reduction of stochastic gradients, partial participation, and compressed communication. We prove that the new method has…

Machine Learning · Computer Science 2024-01-04 Alexander Tyurin , Peter Richtárik

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…

Information Theory · Computer Science 2013-09-23 Alberth Alvarado , Gesualdo Scutari , Jong-Shi Pang

We investigate distributed online convex optimization with compressed communication, where $n$ learners connected by a network collaboratively minimize a sequence of global loss functions using only local information and compressed data…

Machine Learning · Computer Science 2026-01-12 Sifan Yang , Wenhao Yang , Wei Jiang , Lijun Zhang

Consensus-based distributed optimization methods have recently been advocated as alternatives to parameter server and ring all-reduce paradigms for large scale training of machine learning models. In this case, each worker maintains a local…

Machine Learning · Computer Science 2020-03-02 Giovanni Neglia , Chuan Xu , Don Towsley , Gianmarco Calbi

We consider the problem of decentralized optimization over time-varying directed networks. The network nodes can access only their local objectives, and aim to collaboratively minimize a global function by exchanging messages with their…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific…

Optimization and Control · Mathematics 2016-07-12 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

Communication compression has become a key strategy to speed up distributed optimization. However, existing decentralized algorithms with compression mainly focus on compressing DGD-type algorithms. They are unsatisfactory in terms of…

Machine Learning · Computer Science 2021-03-22 Xiaorui Liu , Yao Li , Rongrong Wang , Jiliang Tang , Ming Yan

A landmark result of non-smooth convex optimization is that gradient descent is an optimal algorithm whenever the number of computed gradients is smaller than the dimension $d$. In this paper we study the extension of this result to the…

Optimization and Control · Mathematics 2021-01-15 Sébastien Bubeck , Qijia Jiang , Yin Tat Lee , Yuanzhi Li , Aaron Sidford