Related papers: Sample-based Federated Learning via Mini-batch SSC…

Federated learning increasingly operates in a large-model regime where communication, memory, and computation are all scarce. Typically, non-IID client data induce drift that degrades the stability and performance of local training.…

Federated Learning (FL) is a distributed learning paradigm to train a global model across multiple devices without collecting local data. In FL, a server typically selects a subset of clients for each training round to optimize resource…

We study a class of sampled stochastic optimization problems, where the underlying state process has diffusive dynamics of the mean-field type. We establish the existence of optimal relaxed controls when the sample set has finite size. The…

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

In the era of big data, the need to expand the amount of data through data sharing to improve model performance has become increasingly compelling. As a result, effective collaborative learning models need to be developed with respect to…

A key feature of federated learning (FL) is to preserve the data privacy of end users. However, there still exist potential privacy leakage in exchanging gradients under FL. As a result, recent research often explores the differential…

Federated Learning (FL) is a privacy-protected machine learning paradigm that allows model to be trained directly at the edge without uploading data. One of the biggest challenges faced by FL in practical applications is the heterogeneity…

Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this work, we study the sample average approximation (SAA) of…

Constrained optimization with multiple functional inequality constraints has significant applications in machine learning. This paper examines a crucial subset of such problems where both the objective and constraint functions are weakly…

We provide the first importance sampling variants of variance reduced algorithms for empirical risk minimization with non-convex loss functions. In particular, we analyze non-convex versions of SVRG, SAGA and SARAH. Our methods have the…

Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse…

Conditional stochastic optimization has found applications in a wide range of machine learning tasks, such as invariant learning, AUPRC maximization, and meta-learning. As the demand for training models with large-scale distributed data…

Federated Learning (FL) enables collaborative model training across distributed clients without sharing raw data, making it ideal for privacy-sensitive applications. However, FL models often suffer performance degradation due to…

Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…

Federated learning (FL) algorithms usually sample a fraction of clients in each round (partial participation) when the number of participants is large and the server's communication bandwidth is limited. Recent works on the convergence…

Quadratically constrained quadratic programs (QCQPs) have a wide range of applications in signal processing and wireless communications. Non-convex QCQPs are NP-hard in general. Existing approaches relax the non-convexity using…

We address the problem of minimizing a convex smooth function $f(x)$ over a compact polyhedral set $D$ given a stochastic zeroth-order constraint feedback model. This problem arises in safety-critical machine learning applications, such as…

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…

This paper considers optimization problems where the objective is the sum of a function given by an expectation and a closed convex composite function, and proposes stochastic composite proximal bundle (SCPB) methods for solving it.…