Related papers: Accelerated Gradient Tracking over Time-varying Gr…
We propose ADOM - an accelerated method for smooth and strongly convex decentralized optimization over time-varying networks. ADOM uses a dual oracle, i.e., we assume access to the gradient of the Fenchel conjugate of the individual loss…
Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep…
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…
We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…
We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…
We show how to construct an overlay network of constant degree and diameter $O(\log n)$ in time $O(\log n)$ starting from an arbitrary weakly connected graph. We assume a synchronous communication network in which nodes can send messages to…
This paper develops a fast distributed algorithm, termed \emph{DEXTRA}, to solve the optimization problem when~$n$ agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the…
We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…
We develop a general framework unifying several gradient-based stochastic optimization methods for empirical risk minimization problems both in centralized and distributed scenarios. The framework hinges on the introduction of an augmented…
We study stochastic decentralized optimization for the problem of training machine learning models with large-scale distributed data. We extend the widely used EXTRA and DIGing methods with variance reduction (VR), and propose two methods:…
Sampling edges from a graph in sublinear time is a fundamental problem and a powerful subroutine for designing sublinear-time algorithms. Suppose we have access to the vertices of the graph and know a constant-factor approximation to the…
This paper considers decentralized minimization of $N:=nm$ smooth non-convex cost functions equally divided over a directed network of $n$ nodes. Specifically, we describe a stochastic first-order gradient method, called GT-SARAH, that…
The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…
In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…
Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…
We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…
This work introduces DADAO: the first decentralized, accelerated, asynchronous, primal, first-order algorithm to minimize a sum of $L$-smooth and $\mu$-strongly convex functions distributed over a given network of size $n$. Our key insight…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…
Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…
Federated learning has emerged in the last decade as a distributed optimization paradigm due to the rapidly increasing number of portable devices able to support the heavy computational needs related to the training of machine learning…