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This paper studies a decentralized stochastic gradient tracking (DSGT) algorithm for non-convex empirical risk minimization problems over a peer-to-peer network of nodes, which is in sharp contrast to the existing DSGT only for convex…

Machine Learning · Computer Science 2020-08-31 Jiaqi Zhang , Keyou You

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

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

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

A distributed algorithm is described for solving a linear algebraic equation of the form $Ax=b$ assuming the equation has at least one solution. The equation is simultaneously solved by $m$ agents assuming each agent knows only a subset of…

Systems and Control · Computer Science 2015-03-04 Shaoshuai Mou , Ji Liu , A. Stephen Morse

We propose a distributed algorithm, termed the Directed-Distributed Projected Subgradient (D-DPS), to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of…

Optimization and Control · Mathematics 2016-08-30 Chenguang Xi , Usman A. Khan

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

Motivated by a variety of applications in control engineering and information sciences, we study network resource allocation problems where the goal is to optimally allocate a fixed amount of resource over a network of nodes. In these…

Optimization and Control · Mathematics 2017-08-25 Thinh T. Doan , Carolyn L. Beck

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

In this paper, we propose to solve a regularized distributionally robust learning problem in the decentralized setting, taking into account the data distribution shift. By adding a Kullback-Liebler regularization function to the robust…

Machine Learning · Computer Science 2022-09-13 Chaouki Ben Issaid , Anis Elgabli , Mehdi Bennis

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…

Machine Learning · Computer Science 2018-10-17 Xiao-Bo Jin , Xu-Yao Zhang , Kaizhu Huang , Guang-Gang Geng

This paper presents NCOTA-DGD, a Decentralized Gradient Descent (DGD) algorithm that combines local gradient descent with a novel Non-Coherent Over-The-Air (NCOTA) consensus scheme to solve distributed machine-learning problems over…

Information Theory · Computer Science 2023-02-06 Nicolò Michelusi

Consider $n$ agents connected over a network collaborating to minimize the average of their local cost functions combined with a common nonsmooth function. This paper introduces a unified algorithmic framework for solving such a problem…

Optimization and Control · Mathematics 2026-05-05 Kun Huang , Shi Pu , Angelia Nedić

We present a class of iterative fully distributed fixed point methods to solve a system of linear equations, such that each agent in the network holds one of the equations of the system. Under a generic directed, strongly connected network,…

Numerical Analysis · Mathematics 2020-01-16 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic , Greta Malaspina , Alessandra Micheletti

This paper proposes distributed algorithms for solving linear equations to seek a least square solution via multi-agent networks. We consider that each agent has only access to a small and imcomplete block of linear equations rather than…

Numerical Analysis · Mathematics 2021-05-20 Yi Huang , Ziyang Meng

Efficient computation of graph diffusion equations (GDEs), such as Personalized PageRank, Katz centrality, and the Heat kernel, is crucial for clustering, training neural networks, and many other graph-related problems. Standard iterative…

Machine Learning · Computer Science 2024-12-24 Jiahe Bai , Baojian Zhou , Deqing Yang , Yanghua Xiao

Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…

Optimization and Control · Mathematics 2023-01-10 Sulaiman A. Alghunaim , Kun Yuan
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