Related papers: S-NEAR-DGD: A Flexible Distributed Stochastic Grad…
In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…
Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…
In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…
In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…
We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…
Since the initial proposal in the late 80s, spectral gradient methods continue to receive significant attention, especially due to their excellent numerical performance on various large scale applications. However, to date, they have not…
The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…
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…
Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…
We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…
Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…
We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
To reduce the long training time of large deep neural network (DNN) models, distributed synchronous stochastic gradient descent (S-SGD) is commonly used on a cluster of workers. However, the speedup brought by multiple workers is limited by…
Distributed stochastic gradient descent (SGD) with gradient compression has become a popular communication-efficient solution for accelerating distributed learning. One commonly used method for gradient compression is Top-K sparsification,…
Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…
We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…