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Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

We consider the distributed learning problem where a network of $n$ agents seeks to minimize a global function $F$. Agents have access to $F$ through noisy gradients, and they can locally communicate with their neighbors a network. We study…

Machine Learning · Computer Science 2020-11-09 Tiancheng Qin , S. Rasoul Etesami , César A. Uribe

Training generative adversarial networks (GAN) in a distributed fashion is a promising technology since it is contributed to training GAN on a massive of data efficiently in real-world applications. However, GAN is known to be difficult to…

Machine Learning · Computer Science 2020-10-27 Xiaojun Chen , Shu Yang , Li Shen , Xuanrong Pang

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2020-07-28 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…

Machine Learning · Computer Science 2017-04-14 Ying Zhang

We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…

Numerical Analysis · Mathematics 2020-05-12 Ken Hayami

Decentralized stochastic optimization methods have gained a lot of attention recently, mainly because of their cheap per iteration cost, data locality, and their communication-efficiency. In this paper we introduce a unified convergence…

Machine Learning · Computer Science 2021-03-03 Anastasia Koloskova , Nicolas Loizou , Sadra Boreiri , Martin Jaggi , Sebastian U. Stich

This thesis is concerned with distributed control and coordination of networks consisting of multiple, potentially mobile, agents. This is motivated mainly by the emergence of large scale networks characterized by the lack of centralized…

Optimization and Control · Mathematics 2010-10-01 Alex Olshevsky

In distributed machine learning, a central node outsources computationally expensive calculations to external worker nodes. The properties of optimization procedures like stochastic gradient descent (SGD) can be leveraged to mitigate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-19 Maximilian Egger , Serge Kas Hanna , Rawad Bitar

In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

In this paper, we revisit a well-known distributed projected subgradient algorithm which aims to minimize a sum of cost functions with a common set constraint. In contrast to most of existing results, weight matrices of the time-varying…

Optimization and Control · Mathematics 2021-04-29 Weijian Li , Zihan Chen , Youcheng Lou , Yiguang Hong

Distributed implementations are crucial in speeding up large scale machine learning applications. Distributed gradient descent (GD) is widely employed to parallelize the learning task by distributing the dataset across multiple workers. A…

Information Theory · Computer Science 2021-03-02 Baturalp Buyukates , Emre Ozfatura , Sennur Ulukus , Deniz Gunduz

With the increase in the amount of data and the expansion of model scale, distributed parallel training becomes an important and successful technique to address the optimization challenges. Nevertheless, although distributed stochastic…

Machine Learning · Computer Science 2019-09-23 Shuheng Shen , Linli Xu , Jingchang Liu , Xianfeng Liang , Yifei Cheng

Coded computation techniques provide robustness against straggling servers in distributed computing, with the following limitations: First, they increase decoding complexity. Second, they ignore computations carried out by straggling…

Machine Learning · Computer Science 2018-11-29 Emre Ozfatura , Sennur Ulukus , Deniz Gunduz

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

This paper studies distributed resource allocation problem in multi-agent systems, where all the agents cooperatively minimize the sum of their cost functions with global resource constraints over stochastic communication networks. This…

Optimization and Control · Mathematics 2021-04-27 Tie Ding , Shanying Zhu , Cailian Chen , Xinping Guan

Distributed descent-based methods are an essential toolset to solving optimization problems in multi-agent system scenarios. Here the agents seek to optimize a global objective function through mutual cooperation. Oftentimes, cooperation is…

Optimization and Control · Mathematics 2019-08-28 Arunselvan Ramaswamy

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren