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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

In this paper we consider convergence rate problems for stochastic strongly-convex optimization in the non-Euclidean sense with a constraint set over a time-varying multi-agent network. We propose two efficient non-Euclidean stochastic…

Optimization and Control · Mathematics 2018-08-23 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Guoping Jiang

This paper presents a resilient distributed algorithm for solving a system of linear algebraic equations over a multi-agent network in the presence of Byzantine agents capable of arbitrarily introducing untrustworthy information in…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Jingxuan Zhu , Alvaro Velasquez , Ji Liu

Federated Learning (FL) is a nascent decentralized learning framework under which a massive collection of heterogeneous clients collaboratively train a model without revealing their local data. Scarce communication, privacy leakage, and…

Machine Learning · Computer Science 2023-02-21 Ming Xiang , Lili Su

Distributed learning has many computational benefits but is vulnerable to attacks from a subset of devices transmitting incorrect information. This paper investigates Byzantine-resilient algorithms in a decentralized setting, where devices…

Machine Learning · Computer Science 2025-07-04 Renaud Gaucher , Aymeric Dieuleveut , Hadrien Hendrikx

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

Optimization and Control · Mathematics 2019-11-26 Subhayan De , Kurt Maute , Alireza Doostan

This paper considers the problem of Byzantine fault-tolerance in multi-agent decentralized optimization. In this problem, each agent has a local cost function. The goal of a decentralized optimization algorithm is to allow the agents to…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-01 Nirupam Gupta , Thinh T. Doan , Nitin H. Vaidya

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

Federated learning is a newly emerging distributed learning framework that facilitates the collaborative training of a shared global model among distributed participants with their privacy preserved. However, federated learning systems are…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-14 Minghui Li , Wei Wan , Jianrong Lu , Shengshan Hu , Junyu Shi , Leo Yu Zhang , Man Zhou , Yifeng Zheng

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Optimization and Control · Mathematics 2019-05-27 Michael R. Metel , Akiko Takeda

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

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…

Machine Learning · Computer Science 2020-05-05 Yu Cheng , Ilias Diakonikolas , Rong Ge , Mahdi Soltanolkotabi

Jointly addressing Byzantine attacks and privacy leakage in distributed machine learning (DML) has become an important issue. A common strategy involves integrating Byzantine-resilient aggregation rules with differential privacy mechanisms.…

Machine Learning · Computer Science 2025-06-19 Bing Liu , Chengcheng Zhao , Li Chai , Peng Cheng , Yaonan Wang

State-of-the-art machine learning models are routinely trained on large-scale distributed clusters. Crucially, such systems can be compromised when some of the computing devices exhibit abnormal (Byzantine) behavior and return arbitrary…

Machine Learning · Computer Science 2022-01-25 Konstantinos Konstantinidis , Aditya Ramamoorthy

We consider distributed smooth nonconvex unconstrained optimization over networks, modeled as a connected graph. We examine the behavior of distributed gradient-based algorithms near strict saddle points. Specifically, we establish that (i)…

Optimization and Control · Mathematics 2020-05-26 Amir Daneshmand , Gesualdo Scutari , Vyacheslav Kungurtsev

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Optimization and Control · Mathematics 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and…

Optimization and Control · Mathematics 2020-06-22 Panayotis Mertikopoulos , Nadav Hallak , Ali Kavis , Volkan Cevher

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi