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We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

This report considers the problem of Byzantine fault-tolerance in synchronous parallelized learning that is founded on the parallelized stochastic gradient descent (parallelized-SGD) algorithm. The system comprises a master, and $n$…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-23 Nirupam Gupta , Nitin H. Vaidya

This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…

Optimization and Control · Mathematics 2025-08-12 Lei Qin , Ye Pu

The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the class of stochastic Hamiltonian methods and provide the first convergence guarantees for certain…

In this paper, we consider a min-max optimization problem under adversarial manipulation, where there are $n$ cost functions, up to $f$ of which may be replaced by arbitrary faulty functions by an adversary. The goal is to minimize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-19 Shuo Liu , Nitin Vaidya

In this paper, we propose an iterative scheme for distributed Byzantineresilient estimation of a gradient associated with a black-box model. Our algorithm is based on simultaneous perturbation, secure state estimation and two-timescale…

Artificial Intelligence · Computer Science 2022-10-03 Alexandre Reiffers-Masson , Isabel Amigo

This paper aims to solve a distributed learning problem under Byzantine attacks. In the underlying distributed system, a number of unknown but malicious workers (termed as Byzantine workers) can send arbitrary messages to the master and…

Optimization and Control · Mathematics 2021-06-15 Feng Lin , Weiyu Li , Qing Ling

In recent centralized nonconvex distributed learning and federated learning, local methods are one of the promising approaches to reduce communication time. However, existing work has mainly focused on studying first-order optimality…

Machine Learning · Computer Science 2022-10-13 Tomoya Murata , Taiji Suzuki

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient estimators for such problems is challenging due to the…

Optimization and Control · Mathematics 2024-06-04 Yifan Hu , Siqi Zhang , Xin Chen , Niao He

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

We propose the first deterministic algorithm that tolerates up to $f$ byzantine faults in $3f+1$-sized networks and performs in the asynchronous CORDA model. Our solution matches the previously established lower bound for the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-13 Zohir Bouzid , Maria Potop-Butucaru , Sébastien Tixeuil

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…

Optimization and Control · Mathematics 2015-11-23 Yangyang Xu , Wotao Yin

In Byzantine collaborative learning, $n$ clients in a peer-to-peer network collectively learn a model without sharing their data by exchanging and aggregating stochastic gradient estimates. Byzantine clients can prevent others from…

Machine Learning · Computer Science 2025-04-08 Mélanie Cambus , Darya Melnyk , Tijana Milentijević , Stefan Schmid

Recent advances in large-scale distributed learning algorithms have enabled communication-efficient training via SignSGD. Unfortunately, a major issue continues to plague distributed learning: namely, Byzantine failures may incur serious…

Information Theory · Computer Science 2020-10-27 Jy-yong Sohn , Dong-Jun Han , Beongjun Choi , Jaekyun Moon

Gradient descent is a popular algorithm in optimization, and its performance in convex settings is mostly well understood. In non-convex settings, it has been shown that gradient descent is able to escape saddle points asymptotically and…

Machine Learning · Computer Science 2022-08-17 Shiliang Zuo

A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…

Optimization and Control · Mathematics 2017-06-21 Andrei Patrascu , Ion Necoara

Recently, decentralized learning has emerged as a popular peer-to-peer signal and information processing paradigm that enables model training across geographically distributed agents in a scalable manner, without the presence of any central…

Machine Learning · Computer Science 2024-07-12 Haoxiang Ye , Qing Ling

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio