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This paper proposes two distributed random reshuffling methods, namely Gradient Tracking with Random Reshuffling (GT-RR) and Exact Diffusion with Random Reshuffling (ED-RR), to solve the distributed optimization problem over a connected…
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…
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…
This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
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 address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…
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…
We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…
We consider distributed optimization in random networks where N nodes cooperatively minimize the sum \sum_{i=1}^N f_i(x) of their individual convex costs. Existing literature proposes distributed gradient-like methods that are…
A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…
This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…
This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…
This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…
Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…
Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…
This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…
Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…