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Gradient-based optimization has been a cornerstone of machine learning that enabled the vast advances of Artificial Intelligence (AI) development over the past decades. However, this type of optimization requires differentiation, and with…

The performance and efficiency of distributed training of Deep Neural Networks highly depend on the performance of gradient averaging among all participating nodes, which is bounded by the communication between nodes. There are two major…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-10 Linnan Wang , Wei Wu , Junyu Zhang , Hang Liu , George Bosilca , Maurice Herlihy , Rodrigo Fonseca

We introduce Gradient Agreement Filtering (GAF) to improve on gradient averaging in distributed deep learning optimization. Traditional distributed data-parallel stochastic gradient descent involves averaging gradients of microbatches to…

Machine Learning · Computer Science 2024-12-31 Francois Chaubard , Duncan Eddy , Mykel J. Kochenderfer

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…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

We consider decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…

Optimization and Control · Mathematics 2025-01-29 Zhenwei Lin , Jingfan Xia , Qi Deng , Luo Luo

This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose Online Compressed Gradient Tracking with one-point Bandit Feedback…

Optimization and Control · Mathematics 2025-05-06 Longkang Zhu , Xinli Shi , Xiangping Xu , Jinde Cao

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…

Optimization and Control · Mathematics 2024-06-04 Siqi Zhang , Sayantan Choudhury , Sebastian U Stich , Nicolas Loizou

Optimization techniques are of great importance to effectively and efficiently train a deep neural network (DNN). It has been shown that using the first and second order statistics (e.g., mean and variance) to perform Z-score…

Computer Vision and Pattern Recognition · Computer Science 2020-04-09 Hongwei Yong , Jianqiang Huang , Xiansheng Hua , Lei Zhang

In recent years, distributed optimization is proven to be an effective approach to accelerate training of large scale machine learning models such as deep neural networks. With the increasing computation power of GPUs, the bottleneck of…

Machine Learning · Computer Science 2021-09-14 Xiangyi Chen , Xiaoyun Li , Ping Li

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

Second-order training methods have better convergence properties than gradient descent but are rarely used in practice for large-scale training due to their computational overhead. This can be viewed as a hardware limitation (imposed by…

Machine Learning · Computer Science 2024-05-24 Kaelan Donatella , Samuel Duffield , Maxwell Aifer , Denis Melanson , Gavin Crooks , Patrick J. Coles

Following early work on Hessian-free methods for deep learning, we study a stochastic generalized Gauss-Newton method (SGN) for training DNNs. SGN is a second-order optimization method, with efficient iterations, that we demonstrate to…

Machine Learning · Computer Science 2020-06-11 Matilde Gargiani , Andrea Zanelli , Moritz Diehl , Frank Hutter

Modern realities and trends in learning require more and more generalization ability of models, which leads to an increase in both models and training sample size. It is already difficult to solve such tasks in a single device mode. This is…

Optimization and Control · Mathematics 2024-12-03 Dmitry Bylinkin , Kirill Degtyarev , Aleksandr Beznosikov

In this paper, the problem of optimal gradient lossless compression in Deep Neural Network (DNN) training is considered. Gradient compression is relevant in many distributed DNN training scenarios, including the recently popular federated…

Machine Learning · Computer Science 2021-11-16 Zhong-Jing Chen , Eduin E. Hernandez , Yu-Chih Huang , Stefano Rini

Federated learning (FL) is an emerging technique for training machine learning models using geographically dispersed data collected by local entities. It includes local computation and synchronization steps. To reduce the communication…

Machine Learning · Computer Science 2020-03-23 Pengchao Han , Shiqiang Wang , Kin K. Leung

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling

In federated learning (FL), the significant communication overhead due to the slow convergence speed of training the global model poses a great challenge. Specifically, a large number of communication rounds are required to achieve the…

Machine Learning · Computer Science 2024-03-19 Mrinmay Sen , A. K. Qin , Krishna Mohan C

Natural Gradient Descent, a second-degree optimization method motivated by the information geometry, makes use of the Fisher Information Matrix instead of the Hessian which is typically used. However, in many cases, the Fisher Information…

Machine Learning · Computer Science 2023-03-10 Rajesh Shrestha